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That Sauron and other spirits cannot die is a problem Tolkien fails to deal with, either because he doesn't realize it, or he can't work it into his history, to meet with fair consistency.
Here is the crux of the problem: Iluvatar seems to be less and less involved in the plight of Arda as Tolkien's history goes on.
Tolkien obviously derives his mythology from the Biblical elohim. If Illuvatar is eternal "God," he ought to be able to destroy the lesser "gods" of Melkor and Sauron. They are created beings, thus, they are not eternal. Hence, Iluvatar is able to destroy them like Arda Beings. You see, it doesn't make sense for Iluvatar to let Melkor or even Sauron float around in the Void or wherever for eternity.
Just like the Biblical council of elohim (gods), there is an existing hierarchy of lesser gods. Melkor was a lesser Eru (elohim) "like unto Eru," while Sauron was a lesser Ainur, "like unto Melkor" (Maiar, angel, messenger, i.e, lesser elohim). Gandalf is also a Messenger, of that lower tier of gods. And this is where I believe Tolkien, either by misunderstanding Biblical narrative, or by not realizing it, departs from similarity. Gandalf is *not* a parallel of Christ, because Christ as the Son was not a simple messenger, i.e, a lower tier of elohim. I would see Gandalf as more of a parallel to Moses than anyone. Tolkien obviously derives his Ainulindalë from the Council of El in the Bible.
The question must be asked instead: We know after Sauron is defeated there ushers in the Fourth Age, the age of Men. Yet, there is really no fulfillment of redemption for Arda itself. The Men still live on a corrupted plane of existence. Hence, from all of this, I believe Evil was still not defeated after the Third Age. I think it's a pity that Tolkien died before having completed the mythology, because we do know how there arose yet another evil in the Fourth Age.
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