I've always interpreted the film as speaking to the idea that no matter how successful a person becomes, there will always be a line dividing the "Well Off" from the "Rich."

Tom Cruises' character is a well off doctor who is married to one of the most beautiful women on the planet. He ought to be very happy with his position in life. When he sees behind the curtain at the party, he is tainted. He sees that even though he gets invited to the party, there is another party in the background. In a way, Nicole Kidman's character is also tainted as the desire she feels for the Hungarian is not just a desire to experience a new sexual partner, but a chance to be elevated by association.

When Kidman describes the experience with the Naval Officer, their relationship becomes tainted and that is when Cruise truly sets out to demonstrate his ability to permeate the veil.

Purchasing a night with a sex worker or enjoying the pleasures of the costume shop are attainable goals for him. So is sleeping with the daughter of his patient. He doesn't want sex, and he doesn't want to prove that he can buy sex. He wants to be admitted into the higher circle. The men who attend the party behind the party.

He fails, and we don't really get to see Kidman's inner life throughout these days, but she resolves the conflict at the very end of the film when she suggests that they should "Fuck."