A little chronology of the Events: (All of the timelines are from
Annals of Aman)
Quote:
Year of the Trees
1495
Morgoth destroys the Two Trees
1st Kinslaying at Alqalondë
1496
Doom and Prophecy of Mandos
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A Year of the Trees had already passed between the two events. And in order to reach the
Wastes of Araman, one needed to go through Alqualondë and then north to Araman. Finarfin definitely had already knowledge of the Kinslaying. The other alternative was that he was an idiot and I don't believe that he was.
It is sad but if you look in detail at what happened, the thing that made Finarfin turn back was the Doom of Mandos. A person of high moral character wouldn't have needed a warning such as that to go back, he would have done it himself because it was the right thing to do.