Why save them?

[Jabbawocky Took]

Such an interesting discussion, I've gained many new insights from your posts! Thank you.
I would agree that the ending of LOTR is anything but happy - surviving a traumatic experience is in many ways more severe than 'a glorious death'. Frodo was not allowed noble 'martyrdom' - there was that momentary peace that he felt at Sam's side once he was relieved of the Ring, had Frodo died at that point he would have died a typical hero, relieved and immortalised by death, forever celebrated by those who remembered him.
Having Frodo return to the Shire, and to fade into relative obscurity in the eyes of the people he sought to save, is really very sad. He has no peace, tormented by memories, guilt, loss and physical hurt; he exists merely on the peripheries of Shire life.
Not every hero gets to bow out in a blaze of glory, sometimes they will simply fade, perhaps forgotten even - how many of these heroes live amongst us, every day in our own communities. The ending is achingly sad yet beautiful.