Why did Arwen do that??

[The Saucepan Man]

Could not have Arwen gone with him, instead of just fading away in Lorien?

Yes, I don't see why not. But, having chosen mortality, she would remain mortal and so would eventually die in Valinor, just as Bilbo, Frodo, Sam and (presumably) Gimli did. I doubt that she would have been too keen to put her father and other relatives through the pain of separation a second time.

[Lobelia]

Originally Posted by The Saucepan Man

Yes, I don't see why not. But, having chosen mortality, she would remain mortal and so would eventually die in Valinor, just as Bilbo, Frodo, Sam and (presumably) Gimli did. I doubt that she would have been too keen to put her father and other relatives through the pain of separation a second time.

This makes sense, but just before the end, she has a strange conversation with Aragorn, where he asks her why doesn't she get on a ship and go West and she says it's too late, they've all gone. Am I missing something here about Arwen's mortality and her reasons for not going with Legolas and Gimli?