Why do Sindar / Silvan elves like Legolas want to go to Valinor?

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Elder of Imladris
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Legolas hears the gulls crying by the sea for the first time when he travels through Gondor with Aragorn and Gimli, and it awakens in him a desire to leave Middle Earth and go to Valinor. I've never really understood why though. It makes sense for the Noldor, they have a culture that is strongly tied to their time in Valinor, not to mention the fact that there are still a few elves around in the Third Age who remember their homes there. But Sindar like Legolas and Thranduil trace their heritage to Doriath, an ancient Elf kingdom of Middle Earth from the very beginning. Their whole thing was rejecting the summons of the Valar, at least eventually. The Silvan elves descend from elves who awoke in the east of Middle Earth at Cuivienen and stayed in the forests, rejecting the Valar totally. They have no ties to Valinor. It's a foreign place, not their homeland. What reason would they have to go there? It almost seems like if you're going to migrate anywhere, it should be back to Cuivienen, not over the sea.

So yea, I've never really understood the reason. Why does Valinor become the place every elf has got to go to, eventually? There's no Two Trees anymore and presumably with evil defeated in the fourth age there's no reason the Valar can't just come visit the elves in Middle Earth every now and then.

Melkor
Melkor
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The issue with migrating to Cuivienen is that there is no Cuivienen anymore. According to Nature of Middle Earth, the location of Cuivenien was 250 miles east or southeast from the Sea of Rhun. On a middle-earth map, the location is now either plains, grasslands, or wastelands. The event probably was not clearly witnessed because we do not know whether it was a single catastrophic event or a natural result of the world changing that occurred over many years.

Even though in Nature of Middle-Earth, one of the primary reasons many elves departed from Cuivienen was indeed the possibility of returning home (Thingol's reasoning). But as foretold by Ulmo, there was no returning:

"2066. Oromë reports. Council of the Valar. They resolve on behalf of the Quendi to make War on Melkor, and begin to prepare for the great struggle. They debate what is to be done with the Quendi, since they fear Endor will suffer great damage. Most of the Valar think they should remove the Quendi to safety, at least temporarily. Ulmo in chief (also Yavanna?) is against this: It is not Eru’s intention that they should reside in such a place; and could not or would not be temporary. He prophesies that once brought thither the Quendi would either have to be sent back to their proper homes against their will; or would rebel and do so against the will of the Valar."

This quote directly supports why people like the Noldor do not return to Cuivienen. But combined with what we know later on with Cuivienen, it makes sense why the elves west of the Sea of Rhun don't travel east. Because their original home is gone, and few would want to stay long in an unrecognizable place.

Technically speaking, Valinor is not the place every elf has to go to. Elves can reject the call as even when their physical body fades, they don't have to go to the Halls of Mandos. There's a good reason why the Valar can't just come visit the elves because if they do so they would be disrespecting the elves' choice of rejecting the Valar. That would be a Melkor thing to do. In the 4th age, Middle-Earth is becoming the Realm of Men, and the Valar consider humanity to be under Eru's jurisdiction, which means the Valar would be hesitant to directly interfere in human affairs.

Evil still exists in the 4th age and beyond because the world is permanently marred from Melkor's malice. Hence why Tolkien considered writing a sequel addressing this evil:

"I did begin a story placed about 100 years after the Downfall, but it proved both sinister and depressing. Since we are dealing with Men it is inevitable that we should be concerned with the most regrettable feature of their nature: their quick satiety with good. So that the people of Gondor in times of peace, justice and prosperity, would become discontented and restless — while the dynasts descended from Aragorn would become just kings and governors — like Denethor or worse. I found that even so early there was an outcrop of revolutionary plots, about a centre of secret Satanistic religion; while Gondorian boys were playing at being Orcs and going around doing damage. I could have written a 'thriller' about the plot and its discovery and overthrow — but it would have been just that. Not worth doing." -J.R.R Tolkien Letter 256.

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