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Tuor wed Idril then had Earendil in Gondolin, then after Gondolin fell and they had escaped Tuor and Idril set sail into the West and the Valar don't seem to be bothered by this and he gained immortality...supposedly. Why did Tuor have no problems, but Earendil did when he approached Valinor?

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I'm not entirely confident Tuor ever got to the Undying Lands; the text is pretty cagey on the subject. The quote from the published Silmarillion is as follows (emphasis mine):

In those days Tuor felt old age creep upon him, and ever a longing for the deeps of the Sea grew stronger in his heart. Therefore he built a great ship, and he named it Eärrámë, which is Sea-Wing; and with Idril Celebrindal he set sail into the sunset and the West, and came no more into any tale or song. But in after days it was sung that Tuor alone of mortal Men was numbered among the elder race, and was joined with the Noldor, whom he loved; and his fate is sundered from the fate of Men.

The Silmarillion III Quenta Silmarillion Chapter 23: "Of Tuor and the Fall of Gondolin"

What's more, Tolkien refers to this event again in Letter 153 (emphasis mine):

Túor weds Idril the daughter of Turgon King of Gondolin; and 'it is supposed' (not stated) that he as an unique exception receives the Elvish limited 'immortality': an exception either way.

The Letters of J.R.R. Tolkien 153: To Peter Hastings (draft). September 1954

Although Tolkien refers specifically to Tuor's supposed immortality only, he does so as part of a larger discussion on the nature or mortality in his works; there's no reason to suspect that the tale of Tuor coming to Valinor had any more credibility than the story of his immortality.

However, if we assume that the stories are true, then we're stuck; no explanation is given by the text, and no answer is logically forthcoming. Even if Tuor were numbered among the Eldar, as the story goes, the standing ban on immigration should have kept them out.

The most reasonable explanation is that Ulmo helped them; as a Vala and Lord of the Waves, it's plausible that he could have given Tuor's ship a few nudges in the right direction. But that theory has problems too, especially that Ulmo seemed to like Eärendil, but gave him no assistance.

Unfortunately, this is never adequately explained.

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