The reason he can't fly is because the nazguel (riding fell beast's) would be able to find and kill them, then take the ring. And, Gandalf accompanies and helps Frodo as much as he can.
I'm attacking this stupid notion. I am not saying everyone who believes in creationism is an idiot, I'm saying this ONE person, who thinks a bunch of scientists got together to make a virus and then got into a fight with god is being an idiot. Also, the person who blames evolution for no morels in America, is being an idiot.