i spent a lot of time questioning this when i first read the books too. and it honestly upset me a great deal that Frodo felt he had to leave, especially the part where the four hobbits are together for the last time. However, i have now come to this conclusion. Before Frodo embarked on the Quest he had no idea, really, about life outside the Shire. He valued highly the life and people there- this was why he was prepaired to give his life to retain what innoncence, if not ignorance, he loved about it.
It was only when he returned he saw it for what it really was. Over the War of the Ring they had met so many wonderful people- so many people who were selfless, brave and apprechiative of everything around them. And i believe this was lacking in the Shire. Though they came close to danger the Hobbits remain oblivious. They hold Merry & Pippin in high reguard because they choose to remind people of their adventures, but Frodo's modesty earns him a lack of interest and thanks i find almost unforgivable. Therefor, i believe in a way, the Shire would never live up to expectation again when put into the big picture, and so Frodo felt in necessary to leave & finish his days in peace with the perhaps more rosetinted memories he had of the place prior to the Ring being brought to his attention.
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