Visiting is often associated with sightseeing a venue or place (think going somewhere that you usually don't get to go to very often, like out of the country or a far away relative/friend), whereas when someone attends something, they would also be participating in it, like with class, a work conference, or an event. I would actually change that sentence to: Although many guests would attend Gatsby's parties, no one from them went his funeral. If you were looking to use both words in one sentence, you could do: When Gatsby visited France, he attended several workshops to improve his French.

I'd say that "visit" is friendly and sociable, whereas "attend" suggests some kind of obligation or seriousness. You attend classes and meetings. You cannot "visit" these things.