Balrogs are Maiar...
I was going to leave the reply there, until I realised I'd be invading
Burra's position.
Anywho, the Ainur didn't have genders in the way we know them, if I recall correctly. They simply took genders in Arda because they were mirroring the Children.
This isn't 100%. I recall something like this in the Silm, but it's oh, 10 paces away. Can't be bothered with that now, can we?
