Good question! Maybe he was a little bit afraid of them all together. Although you'd think a well-placed Balrog or two could have worked wonders. If I remembor correctly, Melkor would come and steal them away, one or several at a time, rather than ever attacking them openly. I think that the light of Ilúvatar in their faces might have dissuaded him from making a move on a large group.
Elwë and the other leaders at least seem to have had a great deal of innate power in the beginning - or did the elves only become powerful after travelling to Valinor?
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But Gwindor answered: 'The doom lies in yourself, not in your name'.
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