Need an explanation for this quote?

Question

A few years ago I was reading a Regency Era romance novel, and there was a mini-catfight that involved one woman insulting the other's sister by saying "her figure is always much too circular for her to circulate much in my circle." I Can't remember the exact quote, and my cousin has since taken the book back, but the gist of it was making fun of how often the woman was pregnant. The retort, which I remember a bit better, was "running in circles isn't really dear Daph's style...she lives in Grosvenor SQUARE."

Now, I gather that there's an implied insult in the word "square" -since it was emphasized- but I'm not sure of the exact meaning. I, at first, thought it meant something similar to the 20th century insult "don't be such a square", but now I'm thinking I was wrong.

Answer 1

My guess is that it is a snub more so on the wealthy upper class who reside in Grosvenor Square.

From wikipedia: Grosvenor Square was one of the three or four most fashionable residential addresses in London from its construction until the Second World War, with numerous leading members of the aristocracy in residence. The early houses were generally of five or seven bays, with basement, three main stories and an attic. Some attempt was made to produce impressive groupings of houses, and Colen Campbell produced a design for a palatial east side to the square featuring thirty corinthian columns but this was not carried out and in the end most of the houses were built to individual designs. There were mews behind all four sides.

Answer 2

Grosvenor Square is a very wealthy, fashionable part of London.

However, in the sentence you quoted, I think the use of the word "square" is meant to contrast with "circles" and "circular".
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