The Valar

[Aiwendil]

Tolkien himself makes a point of how all Elves, even the Holy Vanyar, need at times to breath the air of Middle Earth outside the Pelori Mountains, strongly implying Aman is an unatural enviroment for them.

Do you happen to remember the source for this? I have a vague recollection that it was in something not entirely reliable in terms of 'canon'. But I could be quite mistaken.