I agree with most of what's been said here... I think the Elves had to leave Middle Earth, as it says in the books, the new age was for the reign of men, the time of men. Their homes would not poof into air as a magic trick, but their woods which bloomed and grew filled with beauty all year, would be abandoned and fade into the woods of wild, therefore, their buildings would also crumble in time. I believe with the renewal of the Kingdom of Gondor and ties with the remnants of the Rangers, the Rohan and more... Men were well connected at last, their strength and numbers would grow, their cities would spread throughout the countryside, especially with the threat of Sauron gone. So, the Elves knew this world, which had already changed greatly in their time, would change more and more.... and they valued beauty, nature, space... and just as the world is in reality today, they knew I think, men would grow and spread into realms the elves once held dear. Also, as many mentioned,...I think they were tired and ached/longed for Valinor... but not bored... tired. Can you imagine the Elves being alive during both battles and evil times of Sauron? I think many of them had a sense of finality, relief that the battle was finally won....and deserved a time of peace and rest beyond the white towers.
~tin
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But without Elves there, a lot of the beauty would fade, the "elf magic" protecting them would be gone, and they would be to all appearances an old, beautiful ruin.
