Actually, Elladan and Elrohir choose a mortal life. I can't remember exactly where it says this, but I've always been interested in them. One possible theory I like is that they might have stayed longer to finish their fued with the Orcs and mop up any remaining in ME. The relatively short period between end of Sauron and the departure of Elrond might not have been enough time to accomplish this. Not sure if anyone's mentioned this, but basically, as long as Elrond was in ME, his children were immortal. It was their choosing not to leave for the West with Elrond that lead to their mortality.
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