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My instinctive reaction is that choice is a significant factor....... most of the evil things you list are things that have been corrupted or have chosen a course through weakness ... orcs are corrupted elves in origin, Sauron and the Balrog corrupted Maia..... I know Tolkien had a bit of a problem with orcs ... because of the issue of creation and redemption .....
But The Nazgul, Gollum, Saruman etc were not born evil but fell from grace through greed for power or possession ....... they did not pass the test as Galadriel did......
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