The Doom of Eucatastrophe

[Encaitare]

However, b_b alludes to something I think we all feel upon reaching the conclusion of the entire story of LotR: a bittersweet sense of something very satisfying having been enjoyed, married to a regret that it's over.

It's like leaving good friends behind when you move away -- they are still there in their own world, but you know that you can't be with them any longer. You still have fond memories, but you realize that memories are mostly all you're going to have -- this is why we read the supplementary works, as lmp said.

I think Tolkien provides a clue by saying that LotR is about death. It's a story about endings.

Oh, I definitely agree with that. Many great things are coming to an end; the Elves are passing over the Sea, taking something beautiful and wonderful with them. Now that I think further about it, though, the quote I provided earlier still applies, but it's like I said about leaving friends. The stories/histories will presumably continue, but our little window into Middle-earth closes.