"The Elves who took this road and those few 'mortals' who by special grace went with them, had abandoned the 'History of the world' and could play no further part in it."
I think this is important to understanding why Arwen had to stay (and die). As a result of her decision to marry Aragorn, Arwen became inextricably bound to Middle-earth and the human race as a whole. To leave Middle-earth would involve abandoning the "history of the world" in a way that was no longer an option for her. Also, her death is part and parcel to the sacrifice she made in choosing to remain with Aragorn in Middle-earth. Had she sailed with Legolas, or even alone, it would be cheating. Her sacrifice would be incomplete.
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Stories and songs.
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