That’s a very interesting point, thank you. I remembered the ‘ascension to heaven’ of the prophet Elijah, and also the ‘disappearance’ of Enoch, but I had completely forgotten about the things attributed to Melchizedek. And let’s not forget that Tolkien was a Catholic, and so he certainly had Mary in mind as well; according to Catholic tradition, she did not die but was assumed into heaven in body and soul, as is supposed to have happened to human beings if there been no sin. There is, however, a difference compared with the cases in Jewish and Christian tradition: the Elves would have been immortal within the physical world in any case, whereas Enoch, Elijah and Mary did not die but left the world.

If any comparison with angels is to be made, I would rather think of the Ainur, especially those that entered the world (Valar, Maiar, etc.), since Elves are seen as normal physical beings, or at least "enhanced humans" if we can say!