Perhaps, but even so, the Silm tells of a "few" who escaped. More than one. If there were seven, which seems more likely than three, maybe two fled, as Feanor o' the Peredhil suggested. Morgoth wasn't going to abandon his command to rein in a couple of wayward Balrogs. As I recall he had things a bit more important on his mind.
Whic raises the question: Did Morgoth rule the Balrogs through fear, as the Orcs? Or were they mindless servants like the Nazgul? Or something in betwwen perhaps. It's just that if Morgoth had their utter loyalty, a Balrog or two abandoning him would be unthinkable.
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