I joke about this, but actually Frodo as the boy who can never truly come home from war Mordor and the burden of carrying the one ring, is extremely good. Coming back changed, and for the worse, coming back and knowing that even the people who were on that journey with you can't really understand what you went through. Coming back and, even surrounded by old comforts and familiar faces, being alone. I like that it's acknowledged.
I say he left because Sam got married, and I'm not wholly wrong -- Sam moved on, and Frodo can't. So, Frodo moves on in a different way.
Tolkien compared Frodo's and Sam's relationship as to that of a military officer and his batman. This is a relationship that is defined by the environment you're in -- once the war is over, once you go home, the relationship changes. Sometimes that change means it's lost entirely.