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Originally Posted by William Cloud Hicklin
A lot of it has to do with the fact that according to both Tolkien and Manwe, the Gift of Men is much the superior option; the ability to leave the Circles of the World is so precious that no-one, not even a Vala, can take it away. This is the basis of the Mandos Rule: if any Eruhin possesses through even the least bit of genetics the right to go live with Eru, we can't take that away.
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I'm not sure the Valar can even change the fate of the Eruhíni in this department at all. They might theoretically be able to use brute force like Morgoth did with Húrin and Sauron later accomplished via the Nine Rings, but that isn't the same - not to mention that it would be wrong. Morgoth and Sauron use their powers to mess with Eru's plan in a way they are not supposed to.
I also very much doubt that Mandos/Eonwe or even Manwe himself were anything else but Eru's spokespersons on the matter of Beren-Lúthien or Eärendil-Elwing-Elrond-Elros. It is a fine tale that Mandos got moved by Lúthien's plea and at all - but even if that was the case it wouldn't have been up to Mandos (or Manwe) to send Beren back or allow Lúthien her choice. In that sense it is quite clear that Eru Ilúvatar could easily have granted any half-elven running around in Middle-earth to choose his fate if he was so inclined - which he wasn't. He reserved that privilege for his chosen bloodline, the people he destined to be crucial in the overthrowing of Morgoth during the First Age whose descendants would also found and rejuvenate the royal line of the Edain.
Whether Dior belonged to those or not remain unresolved. Since Eru did apparently never contact him directly Mandos may have received special instructions how to deal with him. Or not. We don't know. I guess there is a chance that he was given a choice but how he would have chosen is completely unclear. Was he emotionally closer to his wife or his mortal parents? His overall bearing suggests he was close to the Eldar but whether that's actually the case isn't clear - his ancestry and royal status might have forced him into accepting the kingship of Doriath.
And then there is the fact that he was not, in fact, a half-elf in the same sense as Eärendil, Elwing, or Elrond/Elros were. His parents already had been mortal by the time of his conception. On the other hand - Mandos/Manwe could already have revealed to Lúthien what the fate of their son would be and whether he had a choice. But if they did that it was never revealed. However, if Dior had been granted a choice and had made such a choice before his death then he would most likely have chosen the Eldar (because of his wife) and subsequently Elwing wouldn't have been born as a half-elf, or would she? She would have been born as an Elda, and there would have been no reason for her even to make a choice. In Eärendil's case it is clear - if Tuor got a choice then this would have been revealed to him/given to him afterwards. When he and Idril finally reached Aman (or only Tol Eressea?). Eärendil would still have been born as a half-elf.
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(Saeros: he wasn't a Sinda or a native of Doriath but a Nando, a refugee from Amon Ereb, with their traditional dislike of Men; Thingol, Mablung and it would appear most everyone else thought he was being a prat)
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That is of little significance. The man was a trusted adviser and courtier of King Thingol, and his bad behavior clearly reflects back on both Thingol and Melian and their judge of character. Something was rotten in the state of Doriath, or else such a person would never have risen to such prominence.
Not to mention that Thingol himself was, lets say, less than pleased when Beren was asking for Lúthien's hand in marriage. Given Beren such an impossible task was both wicked and cruel (because he wanted Beren to fail and die) as well as the first sign of his corruption because he actually coveted one of the Silmaril. And while it is great that Beren and Lúthien succeeded in their quest, their success was the first step in Doriath's downfall. Had Thingol just given Lúthien to Beren Doriath could, perhaps, have held out until the War of Wrath. Up to this point it had not yet been touched by the shadow nor committed any sins of its own that would draw them into the fate of the exiled Noldor.