Gimli was comparing the "shadows" not the forms. Balrogs are cloaked in shadow according the the latter versions of those traditions presented in the silmarillion. See the begining of Morgoth's RIng for more information.
as for why i am against the "winged" notion plz read my post on this page entitled "On Balrogs.."
here is the url:
http://www.barrowdowns.com/cgi-bin/u...&f=10&t=000137