It's my understanding that all elves (the Firstborn) could eventually go to the Grey Havens and sail to the West, so it wasn't that Celeborn wasn't "high enough" to go. I believe it was that he was not yet ready to forsake Middle-Earth. He loved the forests and the trees and "tarried" there during the waning of Lorien, before making the same journey as Galadriel.
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"Pull the blinders from my eyes, let me see these endless skies
And drown here where I stand in the beauty of the land."
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