I doubt that immortal elves practice the same kind of memorial culture as humans.
To humans, their own ephemeral nature is an important factor of life. They inevitably develop some strategies to cope with it. Pretending that they will "live on" in the memories of others is one such strategy.
Elves can die, sure, but having no natural life span makes it less of a pressing concern.
And in any case, if you want to know what your great-great-great-grea
eat-great-grandmother was like before she died in that magic war 250 years ago, you can just ask her sister, who's always hanging out in your place and reading your manga.