[Eomer of the Rohirrim]

This is a home I would never have had, the Shire would be my home. That is my essential point, that Hobbits were relatively satisfied with their lot. If I were to be somehow transported into Middle-earth, into the body of a Hobbit or whatever and had to live a different life, then yes, I would probably want to go back to the world in which we live in.

However, Tolkien generally didn't include feelings of longing for our 'real' world into the hearts of his fictional characters.