IN tolkien's world elves are supposed to be "immortal" too: yet many of them died in all eras. Immortallity only means in this concept that they won't die from natural cases. A funny thing is that both elves from tolkien and the dragonkin were actually afraid from dieing, more so than the non-immortal humans! They didn't really ''die'', as they went to Aman, and some of them even returned to Middle-Earth reincarnated (Glorfindel for example)