I had never read this excerpt before.
I conclude(not having any "HoME" at my disposal) that they were confronted with Finwe's grief and simply were not prepared for it; neither they, and maybe not most of the Elves in Valinor at that time had ever had to deal with such a thing.
Or maybe they somehow knew that Miriel's spirit had indeed been "mortally harmed" and she'd never come back.