Aren’t Balrogs just corrupted Maiar? I’ve never understood why it’s assumed that they all have to be the same. Presumably, they could have taken different forms, either by their own choice, by Morgoth’s, or just by the way the corruption took hold. Maybe some had wings and some didn’t?
Fun fact : The original law to protect child actors from their parents came about because of the case of Jackie Coogan, who later played Uncle Fester on the TV version of The Addams Family.