I was reding Loast Tales yesterday (what a confusing book!) and came across a few things interesting things.
After Melko comes to the dwellings of the Noldor during the festival, kills their guards and takes thir treasure, and the Noldor come to Manwe for help, and Amnwe says something to the effect of "This is all your fault becuase you had dealing with Melko." the account reads:
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And the embassy was abashed and afraid and went back unto Sirnumen utterly cast down; yet was Manwe's heart heavier than theirs, for things had gone ill indeed, and yet he foresaw that worse would be; and so did the destinies of the gods work out, for lo! to the Noldoli Manwe's workds seemed cold and heartless, and they knew not his sorrow and his tenderness; and Manwe thought them strangely changed and turned to covetice, who longed but for comfort, being like children very full of the loss of their fair things.
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After this, the elves (at least the Noldor) saw Valinor as a prison, which the lies of Melko did not help. Feanor goes to Manwe and asks to leave Aman, but Manwe forbids him, and of course, Feanor gets angry. Manwe knew that men would be arriving soon and he feard that the elves would do harm to them, and also tells Feanor of the dangers of the world. Feanor then says
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Or what is this talk of the dangers of the world? A trick to decieve us; a amsk of words! O all ye children of the Noldoli, whomso will no longer be house-thralls of the gods however softly held, arise I bid ye and get you from Valinor, for now is the hour come and the world awaits.
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Harsh and hasty words indeed, but perhaps with a grain of truth. The Valar seem to think that the elves are incapable of looking after themselves, or would rather have them as playthings than on their own in the world, or perhaps some of both.