Valinor was the land of the undying. Since Men die, they should not go there.
Frodo went to Tol Eressea, not Valinor. Tol Eressea was an island just east of Valinor, a place that was apparently not under the same ban against mortals as was Valinor. Frodo went there to be healed and then to pass away, as did Bilbo; and eventually Sam.
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