[davem]

The real reason for the rebellion of Ainur who became Morgoth's most terrible servants - Eru had demanded some Castrati to sing in the Ainulindale. This explains the bad temper of the Balrogs, their high pitched voices, lack of facial hair & their odd warcry:

'O! for the wings, for the wings of a dove....'

(Hence the later confusion over Balrog 'wings')

EDIT

I owe the inspiration for this caption to Lalwende - of course, the first thing she noticed about the Balrog.....