Great thread, Helen.
My compliments on the Biblical allusion, Beth. It succeeded in making me blubber a bit at one in the morning last night (the roommate was perplexed).
Didn't Arwen and Aragorn become engaged in Lorien? It would make sense for her to die there then, in a final earthly gesture to her love, her grave becoming a sort of monument for it, lonely and forgotten as it is.
Also, the very idea that Arwen should give up her immortality for the love of her life would suggest to me that she was meant to die soon after Aragorn himself was dead, as if there was a bond there so great that these two could not be parted by death for long.
Though I would agree that the thematic nature of her passing is divorced from what Bethberry refers to as "psychological reality," the kind in which we would most likely see her taking comfort in her children.