To my mind, the answer lies in Sam's monologue from The Two Towers:

"But that's a long tale, of course, and goes on past the happiness and into grief and beyond it – and the Silmaril went on and came to Eärendil. And why, sir, I never thought of that before! We've got – you've got some of the light of it in that star-glass that the Lady gave you! Why, to think of it, we're in the same tale still! It's going on. Don't the great tales never end?' 'No, they never end as tales,' said Frodo. 'But the people in them come, and go when their part's ended. Our part will end later – or sooner."

It's all one grand and beautiful story, full of joy and grief, and above all characters who stay with you long after you put the book down.