In The Great Gatsby, why would youi say that Jay Gatsby deserves compassion?

Jay Gatsby is a man who has spent his entire adult life working toward one end.... the love of a woman. Sadly, the woman he spent his life dreaming about was just that..... a dream. Thus, it is easy to feel compassion for his delusion.... for the fact that he was living in his own world, a world that had no base in reality.