I still think we are dealing with different kinds or states of Hroa - some 'natural', some magically enhanced; some 'set' (as with the Eruhini & the Istari) & some more 'plastic'. There is no reason to assume all 'hroa' are of the same physical nature. H2O may be variously solid (ice), liquid (water) or gaseous (steam) in various circumstances. It changes easily - which could be the case with the Balrog's hroa (as seems likely to me). The Witch-King's hroa seems different to that of Frodo & Bilbo - for one thing its sinews are 'magically' knitted together by spells. I didn't argue that the WK was 'hroa-less' merely that his hroa was of a different nature to what it had been before he took service of Sauron & received a Ring.
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