In the Silmarillion I read, Melkor tried to dissent and create dischord in the choir, but Iluvitar overrode him and even his dissent became a harmonious part of it.
Everything is bound to the music of the Ainur in the LoTR world except Men, who set thier own destinies. Elves are greater than men and do not die, but are bound by thier fate.
So they got sent down and had to live through the story they'd wrought, more or less.