Two things to think on. (1) The Elves arose in Arda in the East before many of them went off to Valinor. They were already marked by this marring. Two examples of this are the fading of the Elves and in the death of Míriel.
As ages passed the dominance of their fëar ever increased, 'consuming' their bodies. The end of this process is their 'fading', as Men have called it; for the body becomes at last, as it were, a mere memory held by the fëa; and that end has already been achieved in many regions of Middle-earth, so that the Elves are indeed deathless and may not be destroyed or changed. [Laws and Customs among the Eldar]
This is the process of fading, where the bodies of the Elves actually gives way and can no longer exist with the fëa. The Elves believed this to be a mark of the stain of Melkor. This is alluded to by Finrod to the woman Andreth:
you live in Arda Marred, as do we, and all the matter of Arda was tainted by him, before ye or we came forth and drew our hröar and their sustenance therefrom: all save only maybe Aman before he came there. For know, it is not otherwise with the Quendi themselves: their health and stature is diminished. Already those of us who dwell in Middle-earth, and even we who have returned to it, find that the change of their bodies is swifter than in the beginning. And that, I judge, must forebode that they will prove less strong to last than they were designed to be, though this may not be clearly revealed for many long years. [Athrabeth Finrod Ah Andreth]
His point, as I made above, is that the bodies of the Elves being of Arda is not as strong as they should be due to the taint of Melkor. They are not as enduring as they should be so that the spirits will eventually consume them, when they should be in harmony with each other "this desire for the hröa shows that their later (and present) condition is not natural to them" [Note 7]. Take a look at note 7 in that piece of text which describes how the Elves saw this consuming and which Finrod was seeing himself.
Míriel died in Aman after giving birth to Fëanor and the Valar were troubled by this turn of events.
they perceived now more clearly how great was the hurt that Melkor of old had done to the substance of Arda, so that all those who were incarnate and drew the sustenance of their bodies from Arda Marred, must ever be liable to grief, to do or to suffer things unnatural in Arda Unmarred. [Of Finwë and Míriel]
Melkor in seeking to control matter was bound to a physical body himself, stuck in matter. Míriel wanted to escape her body and never return to it.
the Children are not as we (who came from beyond Arda wholly and in all our being) but are both spirit and body, and that body is of Arda and by Arda was nourished: so the Shadow worketh not only upon spirits, but has marred the very hron of Arda, and all Middle-earth is perverted by the evil of Melkor, who has wrought in it as mightily as any one among us here.
(2) Then there is Galadriel and her tendency toward evil. It is said that she did not like Fëanor because of the evil she saw in him, but she failed to see it in herself.
she withheld her goodwill from none save only Fëanor. In him she perceived a darkness that she hated and feared,though she did not perceieve that the shadow of the same evil had fallen upon the minds of all the Noldor, and upon her own. [The History of Galadriel and Celeborn]
Yes Galadriel, like her brother Finrod were tainted like all the children of Illuvatar and Morgoth's Ring, that is, Arda.