There are a number of reasons as to why one could possibly consider the comparison between Gatsby and Christ ironic. However, we should first look at the quote within its full context prior to examination:
The truth was that Jay Gatsby of West Egg, Long Island, sprang from his Platonic conception of himself. He was a son of God - a phrase, which, if it means anything, just that - and he must be about His Father's business, the service of vast, vulgar, and meretricious beauty. So he invented just the sort of Jay Gatsby that a seventeen-year-old boy would be likely to invent, and to this conception he was faithful to the end.
When we state that something is "ironic," we mean that the use of language states one thing, but infers or evokes its opposite. On the surface, the phrase "son of God" draws a direct comparison to Jesus Christ. One level of irony is the difference between what Christ valued versus what "Jay Gatsby" valued. For Christ, humanity ought to love one another, to exhibit peace, love, and understanding. Most importantly, the Bible repeatedly depicts Christ frowning upon wealth such as when he states, "It is easier for a camel to pass through the eye of a needle than for someone who is rich to enter the kingdom of God" (Mark 10:25). Gatsby, for all intents and purposes, is the exact opposite of this. As the passage above states, Gatsby was about "the service of vast, vulgar, and meretricious beauty." Both Gatsby and Christ are about their "Father's business"; however, their father's respective businesses are very different. For Christ, his father is God, whose Golden rule is to treat others as we would want to be treated. For Gatsby, his father is Dan Cody (the wealthy copper mogul who Gatsby fashions himself after). Christ spends his adult life looking after and healing people who require us to look inward when we see them (i.e. lepers, the seriously ill, prostitutes). Gatsby spends his adult life tending after a façade (i.e. a beautiful house with nothing in it, friends who aren't friends, a library with books that have never been read, a woman married to another man and who is likely hollow inside).
The above explanation is the main level of irony present in the passage. One could, however, make the argument (though it is likely not what the question posed is getting at) that there is another level of irony in the fact that Gatsby is self-fashioned. The phrase "Platonic conception" refers to Plato's theory of knowledge that we first conceive of an ideal (what he calls a "form") and once we conceive of the ideal, we can realize it or see it in reality (or, what his student Aristotle might refer to as "particulars"). In this case, Gatz conceived of "Jay Gatsby" and then made it happen. Gatsby is a persona, a conception, or an illusion. Christ, on the other hand, was anything but a façade. He worked in an opposite fashion by seeing the world as it was and then going inward to find salvation.
If the comparison were extended in the novel, the obvious comparison would be Gatsby's death. Christ, of course, dies for the original sin of humanity. His sacrifice provided salvation for all humanity. Gatsby, however, died for Daisy's sin of running over Myrtle. Both could be said that they died for something they believed in and both can be said that they died for a people who was not worth saving. The irony dissipates in this extended analogy, and drives home the rather depressing and caustic worldview of Modernist writers like Fitzgerald. That is, to think that, in Fitzgerald's mind, we are all nothing but a bunch of Daisy and Tom Buchanan, and that the best modernity can do for the ideologues growing up is to offer them the role of Jay Gatsby.
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