Why does Haldir go to fight and die at helms deep instead of going into the West and living forever with his immortality

He still has immortality though right? And as such has extremely lot to lose by going and fighting with humansI'm not sure what you mean there.
I will say that, as a Silvan Elf, he likely would have remained in Middle-earth.
Do you mean that their self-sacrifice and nobility declined? Or that it grew?