Once there are ships that can take them to the Undying Lands, what is the motivation for the Elves to stay in a war-torn, darkened land full of Men and Orcs and other undesirable creatures? We know that Elves could become wraiths if they stayed in Middle Earth, so something would have to be of value to them enough to outweigh that risk. Their purpose as the Firstborn was to show Men the way and prepare Middle Earth for them, but many of them are not doing that. So what then are they doing?
What's keeping them there?
Sailing into the West seems like an all around better deal for them and I can't find any discussion of a motive to stay.
Answer
This is addressed in Tolkien's Letter 131:
There was nothing wrong essentially in their lingering against counsel, still sadly with the mortal lands of their old heroic deeds. But they wanted to have their cake without eating it. They wanted the peace and bliss and perfect memory of 'The West', and yet to remain on the ordinary earth where their prestige as the highest people, above wild Elves, dwarves, and Men, was greater than at the bottom of the hierarchy of Valinor.
In other words, in Middle-earth the Elves are the highest, the most revered, the most powerful. In Valinor: they're not.
Note that there are exceptions. The Avari, who never left Middle-earth in the first place, obviously have little motivation to go West. On the other hand the likes of Galadriel, who - at the time of Lord of the Rings - was the sole survivor of the rebellion of the Noldor, were under a ban from returning and therefore had no choice in the matter. Letter 297 elaborates:
The Exiles were allowed to return — save for a few chief actors in the rebellion of whom at the time of the L. R. only Galadriel remained.
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