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I think that without a visible form they might have had difficulty in physically doing anything, like grabbing Frodo or taking the Ring.
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There's a problem with this concept. Either they occupied physical space or they didn't. If they did, then they should be able to manipulate objects in the physical world without robes or gloves. If they didn't, then how could they wear robes or gloves? I don't see how there can be any middle-ground here; how is it that their forms can fill physical gauntlets, but can't grasp Frodo or a ring?
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