To add to Nick's remarks - it is true that the Noldor are not 'skeptics' the way a modern atheist is a skeptic. They certainly don't doubt the existence of the Valar (or of Ilúvatar, for that matter). But they do have some apparent trust issues, and they chafe at having boundaries and restrictions placed on them. They are the ones who are going to ask, 'But why....?' Having this illustrated in contrast to the Vanyar makes sense.
Edited to add:
At one point, we were going to have Finwë volunteer to go to Valinor with the Ambassadors to ensure that no one 'got one over' on Ingwë - he's going as someone who distrusts the idea and wants to make sure there is someone around asking the hard questions, not just people going 'rah, rah, isn't this great?' The fact that he comes back enthusiastic and gung-ho is a drastic change, which is why the story is about him. The unrest of the Noldor is something very natural to them, and they do view Valinor as a gilded cage. The Vanyar view Valinor as home. Clearly, we want to showcase this deep contrast. Calling it 'mistrust' rather than doubt or skepticism might be helpful, but there is definitely a thread of that present. The Noldor aren't too sure about how far they can trust the Valar, and even once they are convinced of their good intentions, they have some doubts as to their wisdom.
That is one of the reasons I want to include Amarië of the Vanyar. Sure, she's Finrod's beloved. But she is also a voice for, 'But why would anyone ever want to leave?' It is heavily implied that they marry after his death and rebirth and subsequent return to Valinor - she never rejects him, but she isn't willing to follow him away from Valinor. [Personally, I think she's crazy; if life hands you Finrod Felagund, you follow him like a lost puppy dog, werewolves or grinding ice not withstanding...but leaving Valinor was too much to ask of her, apparently.]