As Tolkien says, by the end, Frodo felt like a 'broken failure'. He'd 'failed' in the three things he set out to achieve - to destroy the Ring, to save Gollum, & most importantly, to save the Shire - not that he (or anyone else) was capable of achieving those things, but it still broke him. This is why i feel the Scouring of the Shire is so essential to the story - Its what finally breaks Frodo. Its the final 'failure'. After giving everything he was capable of giving, the Shire is still devastated. God (or Tolkien) takes everything from Frodo.
Sam has his family, his life. Maybe most importantly, he set out only to help Frodo, or die in the attempt. Frodo wanted to save the world. Sam set himself an achievable goal, Frodo set himself an impossible one. What else wass there for Frodo - as Tolkien has said, Frodo expected to die in achieving the Quest. Not only didn't he achieve it, he didn't die, either. A broken failure, who couldn't live, but couldn't die, either. And what kind of existence could he have had in the Undying Lands, after Bilbo dies? A Hobbit among the immortals, lost & alone, for all the love he may have been shown by Gandalf, Elrond, Galadriel. He truly belonged with his own, in the Shire, walking in the woods & fields. But he is born to undertake the Quest which will destroy him. THhere's a 'mystery' there, which I'm convinced has grown out of seeing WW1 'through enchanted eyes'. Tolkien has an understanding of God's will & intentions which is deeper & profounder than most of us are capable of.
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