lord of the rings - At Elrond's Council, why were the Elves so worried about being cut off from Grey Havens?

Just re-reading the LotR for the umpteenth time (stopped counting at 30, some 15-20 years ago... :-P), just finished Elrond's council chapter.

In light of various other discussions on the topic of Elf immortality, reincarnation and their attitude towards death, I've wondered.

In The Council of Elrond, Galdor says

Only the waning might of Gondor stands now between him and a march in
power along the costs into the North; and if he comes, assailing the
White Towers and the Havens, hereafter the Elves may have no escape
from the lengthening shadows of Middle-Earth.

Apart from Galdor's quite touching empathy for the other races who have no escape at all, it's not really correct.

The Elves always have another way: death and rebirth.

Yeah, it may smart a bit, those arrows and swords and fires. But hey, you can take some of the bastards with you - that guy you're sitting next to? Glorfindel? He did it - and he came back for more!

In all the threads and stacks and discussions, I've never gained the impression that there is any difference, once reborn, between an Elf who takes the boat versus one who had to take the detour via Mandos.

Is Galdor just another cowardly weasel, like Eol or Maeglin? (Just kidding, though Galdor does come across as being more Elf-absorbed than some we encounter, as we saw when he met the hobbits in the Shire)

I'm not saying it's pleasant, but Elves are supposed to be the great, amazing people, with those staying in Middle-Earth doing so for love of the lands, knowing full-well it's pain and suffering. "Out of universe", they are supposed to be Man Before The Fall, in Tolkien's Catholic worldview.

In History of Middle-Earth (which I currently have no access to), is/was there anything on supporting the Elves worry about being cut off?