why do elves need to go to the undying lands?

[Tuor of Gondolin]

Posted by Radagastly
"This is why I think that if Arwen had recanted her mortal choice when Aragorn died, she still could have sailed into the west and rejoined her father there, instead of journeying to Lorien and lying down on Parth Galen. That, to me, is part of what makes her passing so moving."
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Check the appendix to LOTR. It's actually curious. Radagastly's view is that of
Aragorn's, while Arwen disagrees. As, I believe, JRRT does in Letters. But it
is a curious exchange between Aragorn and Arwen.