I think of Legolas - "If thou hearest the cry of the gull on the shore, thy heart shall then rest in the forest no more." Seeing the sea created a longing for something greater than he had previously known.
Numenor, as well - they were put their on their island to be nearer to Valinor.
Thinking a little inductively about the quote as well - what is it about the ocean that makes heaven seem nearer? Is it the ocean specifically, maybe the way the sky touches the horizon? Or is it more a reaction to a specific instance of physical beauty? Because certainly the Legendarium is full of awed or joyful reactions to beauty in creation ("I want to see mountains again, Gandalf" and Frodo delighting in the living wood of Lothlorien are two examples that spring immediately to mind).
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