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It's hard to give an exact reason why he thinks this, but it certainly is tied to his worldview. As something of a loner, Nick has a vantage to observe others and what he sees suggest that the world around him is significantly devoid of integrity. It's worth considering that he makes this remark in the context of Gatsby's lifestyle, which is full of people with few moral qualms. By the time we learn how everyone's duplicity causes tragedy at the end of the novel, we get a sense of why Nick doubts the honesty of those around him.
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