I don't think Tolkien would have wanted a "too-sweet" ending, meaning everybody is perfectly happy, perfectly satisfied with the world.
Moreover I think he had been greatly influened by his religion (see Elladan & Elrohir's post above), and I do not think he made ME a perfect world, wherein once evil is defeated, it is forever banished. I remember old Dumbledore saying to Harry, "evil cannot be fully defeated... just kept at bay" (I can't quote this, since I haven't got my HPHBP).
I suppose it applies in our very own world, and in Arda too. They can't be 100% happy, the story's end has not got to be 100% happy.
~yavie