Celeborn stayed in Middle Earth for some years before going to Valinor. But his words can have different meanings:
Maybe Cel was referring to his Kingdom. Loth-lorien diminished after the fading of the Three Rings, and eventually disappeared.
Maybe he was thinking of his separation from Galadriel, since it would be many years before they saw each other again. Maybe he wished for Aragorn that Arwen would stay to the last days of their lives.
He could be thinking of his daughter, Celebrian, whom he had not seen for many years.
These theories are not very good, but all I can come up with right now. I had never thought of this before, and it is a very good topic. I hope somebody has a better answer.
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