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#also insert here incoherent thoughts about Tolkien's legendarium being about the stewardship of the Earth
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The idea that only Ulmo or Nienna care about Middle-earth and do anything to help Eruhini is a strange misconception because Tolkien pretty clearly shows that at least Manwë is watching very closely what's going on and sometimes even interferes? It's just that the Valar mostly seem to work through the elements they represent, which if you think about it is pretty neat.
Like there are various instances where the wind acts up suddenly, causing storms or rising in just the right moment (as in ROTK, clearing the air for the Rohirrim and speeding Aragorn's journey as he sails for Minas Tirith)
And even more obviously, the Eagles. Tolkien specifically says that the Eagles are Manwë's advocates in Middle-earth, providing miraculous aid when all else fails. Without the Eagles, Beren and Lúthien's quest would have failed and Huor would not have got to Gondolin (which then would have prevented Eärendil's success or even meant he was never born). They give crucial aid to Gandalf more than once. The Eagles also help Fingon to save Maedhros, because Manwë "would not wholly abandon the Noldor". Tolkien recognises that the Eagles are "deus ex machina", and in this case, the meaning is quite literal.
Then there are the Istari, envoys of the Valar: while there is proof of only Gandalf's success, even just the efforts of one of the Wizards was enough to bring down Sauron.
As for Ulmo, you could argue that he is responsible for the whole Eärendil and Elwing arc - and that it was a job between him and Manwë. It's Manwë's Eagles that bring Huor to Gondolin, and Ulmo later sends Huor's son Tuor into the hidden city. Tuor and Eärendil both get sea-longing in their hearts. During the flight of the survivors of Gondolin, Eagles are again present and bring up the body of Glorfindel, making you wonder whether they would have interfered more in the Balrog fight if Glorfindel had not stepped up to protect the refugees - and Eärendil, the fated saviour of Middle-earth. Also, Ulmo rescues Elwing when she casts herself into the sea, turning her into a bird so that she can fly to find Eärendil. Water and air and birds keep showing up in the stories of Eärendil and Elwing and if that's not proof of Manwë and Ulmo's plotting, I don't know what is. I mean, it's even said in the first pages of the Silmarillion that they are fast friends and closely allied from the beginning! Eärendil becoming a star also in a weird way even combines the elements of Ulmo, Manwë, and Varda: bearing the Silmaril, Eärendil sails an immortal ship in the sea of heaven and stars, forever as a sign of hope to the Children of Ilúvatar.
What about the other Valar? If we keep in mind that they chiefly work through the elements they represent, their abilities to interfere are limited (and this is a self-imposed limitation clearly). Yavanna's creation of the Ents proves to be a pretty great one in The Two Towers, although you can argue to what degree she is influencing the events. More obviously In Shelob's lair, Sam calls for Varda, and the light of the phial of Galadriel comes alive in his hand and smites the great spider, helping Sam to defeat the monster. Also, during Sam and Frodo's desperate march through the hellscape that is Mordor, Sam yearns for a little bit of light and water to hearten him - and lo and behold, he gets these exact things as if Varda and Ulmo personally delivered.
In other words, the Valar are a lot more active in Middle-earth than they get credit for, and they work in subtle and indirect ways because only then can they make sure they don't accidentally kill a lot of the Children.
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