First and foremost...
Quote:
Originally Posted by davem
Sorry, but I can't join my esteemed colleagues. I don't recall any mention of Balrog's wings in The Sil, of Balrog's flying (other than 'metaphorically' to Morgoth's aid). I do think they may have had pointy ears, though.
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davem said a joke. DAVEM POSTED A JOKE! In the BOOKS!!!
Okay, I'll stop now. Back to the topic...
First Age says Balrogs flew. They might have had wings. Third Age recounts no Balrog flight. They might not have had wings.
The only idea I can glean from these (loose) observations is this:
Balrogs
did fly,
with wings. Somehow Morgoth's defeat removed the ability and made the wings merely vestigial. Didn't Morgoth give them this gift for their service to him? But since he was thrust into the Void, the gifts became void (bad pun, yes).