Try searching for discussions on free will in Middle-earth. The whole idea of creating the Elves and Men was so that they could have free will and fight their own battles. The Valar couldn't mollycoddle them all the time. They tried that in the First Age, and it failed catastrophically. Just look at the Rebellion of the Noldor! Also, after the destruction of Numenor, the Valar had given up their Guardianship of Middle-earth, and were no longer actively responsible for it. In any event, they could send emissaries (like the Istari) but they themselves could not come and defeat Sauron. That task was left to the Free Peoples of Middle-earth, to order and defend their own world.
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But Melkor also was there, and he came to the house of Fëanor, and there he slew Finwë King of the Noldor before his doors, and spilled the first blood in the Blessed Realm; for Finwë alone had not fled from the horror of the Dark.
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