It seems possible that Catherine realized that her knowledge about the relationship between Tom Buchanan and her sister Myrtle was of real monetary value because Tom is a wealthy man and could be approached at any time in the future for hush money. Catherine is not necessarily a blackmailer, but she should realize that it was a lucky thing for her to know a rich man like Tom personally, as the sister of his mistress, and that he could be useful to her if she played her cards right. There is also the possibility that Tom and Catherine have met since Myrtle's death and have an understanding. But Catherine's silence is another indication of the power of wealth and social prominence.
