[Mithadan]

One disadvantage of having read HoME, Letters, etc. is that it becomes difficult to recall where you may have read something. You recall correctly that after the Fall of Numenor, Elves could not return to Middle Earth. This was a physical inability -- the Straight Road is one way (except for the Valar/Maiar).

I also recall reading that once Elves came to Tol Eressea (this would be either Exiles or Elves who had chosen not to come to Valinor, missed the boat (actually island) or gotten lost on the way) they were forbidden from returning to Middle Earth. So the Elves of the West may have had their own prohibition. Glorfindel apparently received leave to return due to his circumstances, but we know of no other who returned, say to help in the war against Sauron, so this may be correct.

As for the Elves who came to Numenor, they were welcomed by the Men who dwelt there until much later in the Second Age and stopped coming when they were no longer welcome. So this is less of a double standard than it may seem.