I belive Sauron felt the same way towards Shelob as the Balrog of Moria. He was happy to let Shelob guard the pass, the same goes for the Balrog guarding Moria.
Although I do agree with the people who think the Balrog took orders from Suaron. Now that I think about it Shelob was slightly different, because she did not follow anyone's orders, she wasn't really allied to any side. She wanted victims only.
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My body is broken. I go to my fathers. And even in their mighty company I shall not now be ashamed. I felled the black serpent. A grim morn, and a glad day, and a golden sunset!
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