Just because
" Thus in after days, what by the voyages of ships, what by lore and star-craft, the kings of Men knew that the world was indeed made round, and yet the Eldar were permitted still to depart and to come to the Ancient West and to Avallónë , if they would. Therefore the loremasters of Men said that a Straight Road must still be, for those that were permitted to find it. And they taught that, while the new world fell away, the old road and the path of the memory of the West still went on, as it were a mighty bridge invisible that passed through the air of breath and flight (which now were bent as the world was bent) and traversed Ilmen which flesh unaided cannot endure, until it came to Tol Eressëa, the Lonely Isle, and maybe even beyond, to Valinor, where the Valar still dwell and watch the unfolding of the story of the world. And tales and rumours arose along the shores of the sea concerning mariners and men forlorn upon the water who, by some fate or grace or favour of the Valar, had entered in upon the Striaght Way and saw the face of the world sink beneath them, and so had come to the lamplit quays of Avallónë , or verily to the last beaches on the margins of Aman, and there had looked upon the White Mountain, dreadful and beautiful, before they died. "
- "Akallabêth" , The Silmarillion, J.R.R. Tolkien