I don't see how Morgoth's and Sauron's lack of ability to change shape and size causes a Balrog to lose the ability - especially since Morgoth and Sauron are known to have dissipated their power into other beings and artifices, whereas Balrogs are not known to have done so.
I don't see what the problem is with a Balrog changing its size at will, in order to get into the Chamber of Marzabul, then to tower over Gandalf. As far as stomping on its opponents by being big, I would expect a Balrog to expend only so much of its energy in "up-sizing" as it deemed necessary for the occasion. I don't think any of that's outside of Tolkien's mythos.
I guess I always pictured the Balrogs, from my first reading on, to be more like at least 30 feet tall....
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