Was the Balrog drawn by the ring?

[Belegorn]

I don't get the Balrogs have wings argument. The passage says that it's shadow spread out like wings, in others words covered the expanse to either side, not that actual wings made the shadows. Neither in LotR, or in the Silmarillion have I come across Balrogs with wings, or that they could fly. Flying dragons is what gave Melkor an advantage. If his Balrogs could take to the air I'm sure they'd have used that to their advantage too, pelting the enemy with fiery arrows or some such. Also on the bridge Gandalf said "You cannot pass!" four times, not "You shall not pass."