It's been a long time since I read Unfinished Tales and the Palantiri part, but weren't they as a general rule rather large and heavy objects, although the one in Ortanc was an obvious exception? I mean, they were perhaps not objects you would hastily put in your back pocket before heading out of a mad march to regain something much more precious. Feanor could also have gifted away the Palantiri to the Teleri in his younger more carefree days, who can tell?
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