Silmarillion - Chapter 21 - Of Túrin Turambar

[Galadriel55]

But again, we as readers know that following Ulmo's, Gwindor's, Beleg's, and etc's advice would have done Turin good. But in Turin's place that choice is not as obvious. It is a choice between honourable and fair battle, and hiding like a coward; a choice between taking another step to your goals, and going back on your decisions and giving up everything that you've done to reach your goals.

And yet again, the fall of Nargothrond, Doriath, and Gondolin brought many tears, but they also brought the only hope. If they stood, Earendil wouldn't have met Elwing, who wouldn't have given him the Silmaril.

Moreover, we don't know how the story would have been if Turin took a different course of action. We think that if he fought his pride and stayed in Doriath he would meet Morwen and Ninenor and later Hurin and live "happily ever after". Well, not really, but he would have a happier end. And what if something happened that would cause disastorous events in Doriath? Such as the sac of Doriath being before Elwing got the Silmaril? That would have been a worse end in my opinion. The same goes to other "opportunities".

And finally, from a story point of view, it just wouldn't work. For a tragic story, you need tragic events and a tragic flaw. Logical.