what she says: I’m fine.
what she means: Frodo deserved so much better. Yes, he ultimately failed, but that was after months of fighting with every breath. He was starved, and his strength was completely gone, and he was at the place where Sauron is by far at his most powerful. Nor was it a complete failure, for he took mercy on Sméagol, and because of that mercy, Sméagol was there to (inadvertently) finish the task. And what did his kinsmen give him in return? Shunning. Cold indifference. They didn’t care at all about what he did while he was away. They just knew that he was even odder than he was before he left. And he deserved to live in the world that he helped save, but he couldn’t even have that. He was so deeply hurt, both physically and psychologically, that he could not carry on – let alone thrive – in the only place that he knew. So he had to leave everything behind again, forever this time, for only a chance at getting the healing he needed. And he had to leave very nearly everyone he loved in the process – not out of selfishness necessarily, but to spare them the torment of watching him fade away. All he wanted was to keep his home safe, and that came at such a terrible cost. He deserved a happy ending, or at least a bittersweet one, for all of his suffering, but all he got was indescribable pain and impossible sorrow. He deserved better.