Could this be the fragment you are thinking of? It is in Book The Second: Riches, chapter 5: Something Right Somewhere.
‘Mr Dorrit,’ returned Mrs General, ‘I have conversed with Amy several times since we have been residing here, on the general subject of the formation of a demeanour. She has expressed herself to me as wondering exceedingly at Venice. I have mentioned to her that it is better not to wonder. I have pointed out to her that the celebrated Mr Eustace, the classical tourist, did not think much of it; and that he compared the Rialto, greatly to its disadvantage, with Westminster and Blackfriars Bridges. I need not add, after what you have said, that I have not yet found my arguments successful. You do me the honour to ask me what to advise. It always appears to me (if this should prove to be a baseless assumption, I shall be pardoned), that Mr Dorrit has been accustomed to exercise influence over the minds of others.’
Mrs. General doesn't actually tell Amy in this scene that society is not the place for unburdening oneself (although it wouldn't have been out of place), but it does mention that it is better not to wonder about Venice all that much.