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Originally Posted by Hot, crispy nice hobbit
Apparently though, Melian remains a Maiar for the rest of her days, even when Thingol was slain.
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Melian was a Maia, Thingol an Elda. Though their relationship of fea to hroa is somewhat different, belonging as they do to their respective races, both are bound to Arda until the end of time. When the Ainur entered into Arda, they became bound up with it, and unable to leave it until all had ended in it, much as the Elves are bound to Arda until the end of time.
Because of this like nature, this ability to remain together until the end of time, there would not need to be any metaphysical-changing-of-nature in order for them to become bound to one another.
Yes, Melian remains a Maia and thus able to choose her form, but her lifespan is the same as Thingol's and a part of being able to choose her form means that she could choose the form of an incarnate woman, and in such form be incarnate in the same way as her spouse.