I have another question in mind: what happened to the Elves of Rivendell and why couldn't the Galadhrim go there? As we know, Elrond had Vilya, and although he didn't use it as much as Galadriel used Nenya, his absense was felt keenly by his Elves. Why couldn't the two "collapsed civilizations" unite? They have a lot in common as well.
As for why the Galadhrim left so quickly, maybe they understood that after Galadriel's departure they will not be able to live regular "Galadhrim lives". They faced two major changes: Galadriel leaving and them leaving Lothlorien. Maybe they just didn't want to stretch the tie between them.
Moreover, it says that eventually all the Elves will leave ME. How and why? Mirkwood Elves aren't bothered by the memory of Valinor. Legolas wanted to leave only because he heard the Sea, but not all Mirkwood Elves did, so why should they leave?
