Not only Elves are unable to cope with the loss of a beloved one, especially if he is the love of your life. Humans tend to do that too, and forget about their children in the process.
Arwen gave up her immortality for Aragorn, so it makes sense her only wish would be to be with him after his passing as well. Maybe there is a bit of pride and nostalgia in her leaving Gondor and going to Lorien to die. She did not want to die as the queen of Gondor, even if it meant a glorious funeral. She wanted to be in the place where she fell in love with Aragorn " and her choice was made and her doom appointed".
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And no one was ill, and everyone was pleased, except those who had to mow the grass.
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