I guess when one looks at elves only in the context of LOTR, it is hard to define them. I have a hard time now looking at their behavior based solely on LOTR. When I consider the "history" started in The Silmarillion and continuing through the appendices of LOTR, I see the elves going West as the completion of a cycle. They have done what they wanted to in Middle Earth to the extent that they could, and now it is time to return "home". They were always wanted in the West (by the Valar), though not all went. So, in my opinion, it is in their nature to eventually go into the West. Whether it is because they are child-like or extremely wise, their destiny is to return to the West with their kind or diminish. At least this is how I have interpreted the information I have read.