Mandos
Frodo is going to a paradise island to stay there until judgement day. He will become a "prisonner" of the island. The same thing for the elves. Can we say that Valinor is the place where elves "die" when they are tired of living on Middle-Earth? When Aman distached itself from the world, it went to another dimension, unknowned by men. That mean they will all be stuck there forever. It's pretty depressive if we think about it. Valinor has to be pretty darn beautiful!!