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1It IS clear the Ainur cannot leave who came. In The Silmarillion: "But this condition Iluvatar made, or it is the necessity of their love, that their power should thenceforward be contained and bounded in the World, to be within it for ever, until it is complete, so that they are its life and it is theirs. And therefore they are named the Valar, the Powers of the World." See also "Death is their fate, the gift of Iluvatar, which as Time wears even the Powers shall envy."– Michael FosterCommented Jun 6 at 13:21
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@MichaelFoster except Morgoth certainly leaves, and maybe Gandalf too, as I noted.– OrangeDogCommented Jun 6 at 13:34
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Gandalf went to Aman when he died, and was sent back from there. The Halls of Mandos, probably? Lorien, perhaps? Morgoth was shut outside Arda, but he isn't free to roam where he wants, and is still bound to the circles of the world, or he may as well create a new world to rule somewhere else. It is clear that Men are not bound, because of the gift of Death, so those without this gift are bound.– Michael FosterCommented Jun 6 at 15:29
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3Eru is not bound by his own prohibitions. The intent was that, if any of the Ainur wished to be involved with Arda, they had to commit fully. None of the Valar could expel Morgoth without Eru's express permission, and I view Gandalf as having been "diverted" by Eru. (Gandalf, having been faithful to his mission, would almost certainly have been welcomed back to Aman following his death, but Eru had something else in mind.)– chepnerCommented Jun 6 at 15:35
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2Morgoth being ejected from Eä, and roaming the Void pre-Arda, was a little vague especially in the reconsideration of the whole cosmology in Myths Reconsidered. Christopher Tolkien makes a lot of work trying to delineate what his father thought of these concepts, and I didn't get the impression it was all completely consistent. Was 'the Void' just the rest of the empty universe? Or outside Eä? Less clear.– David RobertsCommented Jun 7 at 5:04
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