Well, not for nothing, but they did address that:
‘And that we shall not find on the roads to the Sea,’ said Galdor. ‘If the return to Iarwain be thought too dangerous, then flight to the Sea is now fraught with gravest peril. My heart tells me that Sauron will expect us to take the western way, when he learns what has befallen. He soon will. The Nine have been unhorsed indeed but that is but a respite, ere they find new steeds and swifter.’
‘The westward road seems easiest. Therefore it must be shunned. It will be watched. Too often the Elves have fled that way. Now at this last we must take a hard road, a road unforeseen. There lies our hope, if hope it be.’
They addressed it because it’s an obvious option that would have illogical not to have addressed, and it would have stood out by its absence. Like throwing it in the sea, or taking it to Tommy B, or using it, or keeping it in Rivendell, or going through Lebennin. Or asking a certain group of birds for a lift at least part way. As a smart man said, they could have dropped in much closer to Mordor and an unexpected direction. Saving a lot of time, trouble and suffering.
In any event, it’s a small hole that bothered JRR, but doesn’t lessen any of the story’s beauty or design. Now, why the Doors of Durin refer to “Moria” and not “Khazad-dûm” given that Narvi and Celebrimbor made the doors in the Second Age before the balrog awoke and the Dwarrowdelf was abandoned in the Third Age is another kettle of fish. That’s an unforgivable gaffe that no reader should forgive.