Well, the West is the place towards which the Sun travels each day. There's the old phrase about someone who has died - that they have 'gone west'. I've even heard it applied to things that are broken or worn out.
I think Tolkien's races are following the Sun. Our ancestors would have seen the sun arising in the east & passing across the sky to the west. As it would have seemed the most powerful of all forces to them there would have been some curiosity, I suppose, about its destination, & its 'draw'. It may have exerted an almost 'magnetic' pull for them. They would have witnessed even flowers turning with the sun.
Certainly the sun is used as a 'divine' image throughout history - solar gods abound - so perhaps westward movement was almost a kind of 'worship'.
Perhaps the ancients would have seen the west as the place not only of the 'death' of the sun, but also its rebirth. At the end of each day it sinks (or appears to) into the earth, & be buried. Next day it arises, reborn, after its 'UnderWorld journey'. Its a primal story - birth in the morning, rising to the height of its power at noon, & sinking back into the earth, dying, going through the darkness of the earth ( a mysterious place of renewal) & arising, next morning to begin its journey all over.
One can see how many myths & religious beliefs would come into being simply by our ancestors meditations on the journey of the sun. Death is the great mystery, & the west is where the magical transformation took place - what powers must exist there if they could resurrect even the sun itself?
The West is the 'Land of Heart's Desire', because it is the place where the thing we most fear, death, is overcome by the 'powers' that dwell there - & if they have the power to do that, what other powers must they have? What wealth & glory must exist there?
All Tolkien's most 'civilised', or perhaps 'spiritually-inclined', races are drawn to the West, as you say. Yet at the same time, for many of them this proves to be their destruction; but not all. I suppose its down to their
motivation for seeking the west. Are they seeking to understand the 'mystery' - ie are they motivated by a desire for 'spiritual' knowledge - or are they seeking power & 'worldly' knowledge?
The Numenoreans didn't want spiritual knowledge - they wanted power. They sought the West in order to attain the power of immortality & to return with that - 'divinity' - into the world to order it as they would. This is virtually the same case as with the Noldor. They may not have gone into the West with the desire to return to Middle earth in might, but when they found a reason for doing so that's what they did. The Noldor & the Numenoreans share the trait of Hubris & suffer as a result. The Vanyar & Teleri seem free of it & live in peace, growing in
true wisdom.
The Noldor, by the end of the Third Age are like the Prodigal Son, returning home after a long journey instigated by desire & ending in humiliation. Like him they are welcomed back. But we can assume that their return is motivated by a desire for 'wisdom',(
'gnosis' - the 'wisdom' of the
heart) rather than 'power'.
Anyway, I don't know if I've dragged this off in a direction you didn't want it to go - maybe I'm being a
pest again
(I know - 'I think we shall get tired of that word soon'
).
Just some early morning ramblings.....