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All kinds of birds use wings to beat opponents in a fight or use them to make themselves look bigger and scare off enemies.
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True, but in almost all these cases, the birds also use those wings to fly.
The argument that Tolkien was not an evolutionist (which of course I fully believe) can be used to support either side, as one could assume that Balrogs would not have been given wings had those wings been of no use to them. I hardly think they would be used as a scare tactic, since that is a feature associated with non-predatiorial birds who mean to scary away invaders and predators, whereas Balrogs would already be imposing enough without wings and they do not need to scare anything away. Since Balrogs used hand-held weapons of flame, wings would have no purpose as a means of defense. Tolkien never describes wings at all, let alone their use as some form of defense or weaponry. Although I am not averse to the idea of Balrogs with wings, I think that, were it proven that Balrogs were incapable of flight, it would be entirely illogical to assume that they had wings.