[Maédhros]

They can also give up their spirit freely, and it leaves to dwell in the Halls of Mandos until the end of the world.

This is usually a fault in the elf.
From Morgoth's Ring: The Later Quenta Silmarillion

For the fëa of Míriel may have departed by necessity, but it departed in the will of not to return. Therein was her fault, for this will was not under compulsion irresistible; it was a failure in hope by the fëa, acceptance of the weariness and weakness of the body, as a thing beyond healing, and which therefore was not healed. But this resolve entailed not only abandoning her own life, but also the desertion fo her spouse, and the marring of his. The justification which she urged is insufficient; for by the gift of a child however great, nor indeed by the gift of many children, the union of marriage is not ended, nor indeed, having further purpose. For one thing, Fëanáro will be deprived of the mother's part in his nurture. Moreover, if she would return she need bear no more, unless by the renewal of rebirth her weariness were healed.

The elf that gave his body to live in Mandos with a good reason was Finwe which allowed his wife to return to her body.