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Tolkien also tells us that before the appearance of the Winged Dragons in the War of Wrath, Morgoth had never before essayed to bring war to the upper airs. This is related to the observation that at Gondolin the Balrogs needed the dragon-tanks to surmount the city walls- hardly necessary for flying creatures!
Tolkien uses 'fly' so often and so regularly in its sense of 'flee, run away,' dozens and dozens of times, that no significance at all can be attached to its use in connection to Balrogs.
Besides, the leading cause of death among Balrogs (100% of known cases) is plummeting.
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The entire plot of The Lord of the Rings could be said to turn on what Sauron didn’t know, and when he didn’t know it.
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