Men die. I think that becoming a wraith is the natural order of things when you don't die.
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It might be thought that, since the Eldar do not (as Men deem) grow old in body, they may bring forth children at any time in the ages of their lives. But this is not so. For the Eldar do indeed grow older, even if slowly: the limit of their lives is the life of Arda, which though long beyond the reckoning of Men is not endless, and ages also. Moreover their body and spirit are not separated but coherent. As the weight of the years, with all their changes of desire and thought, gathers upon the spirit of the Eldar, so do the impulses and moods of their bodies change. This the Eldar mean when they speak of their spirits consuming them; and they say that ere Arda ends all the Eldalie on earth will have become as spirits invisible to mortal eyes, unless they will to be seen by some among Men into whose minds they may enter directly.
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The spirit eats the body. This doesn't happen to men because they die after too short a time. The Nazgul became wraiths because their souls were trapped inside of their bodies for far too long. That their rings also made them invisible is just a coincidence, they didn't have their rings at the end.
Elves don't become wraiths because it would just take too long (and they didn't have evil rings). Dwarves are just stubborn.
[ August 10, 2002: Message edited by: burrahobbit ]