Feanor Self-Important?

[Tinuviel of Denton]

Ossë wouldnt have sunken them either

Maybe not, but he might have made it difficult to actually get to ME. Setting them against the wind, altering the currents, those things would have effectively kept them from reaching their destination.

Who cares what they [the Valar] think?

Well, the Teleri obviously cared. And perhaps Olwë thought that by keeping Fëanor in Valinor, he was protecting him. Fëanor was not sane at the time, and most people don't let the insane wander around, especially those who are insane through grief and anger.

When one has lost their father, their greatest treasure, and one's life has been turned upside down, one is rarely able to think coherently.

Please don't think that I'm Noldor/Fëanor bashing. I love all of the elves.