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They weren't left to breed among themselves.
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Prove.
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what about evolution...
first balrogs were tiny but nowadays they are huge
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Balrog evolution isn't what you might expect. At the time of the writing of 'The Fall of Gondolin', balrogs were weaker soldiers, probably more akin to trolls than 'modern' balrogs. There were very many of them. Tolkien's physical conception of them no doubt changed as well, so that it is fairly impossible to use any of the balrogs from
FoG to determine late-concept balrog appearance. When this old text (1918 or 1919, I believe) is reconciled with later ideas, all that is really left of balrogs at the Fall is the death of Gothmog by helmet spike, and the duel of Glorfindel and the unnamed balrog. Tolkien supposed that at most 7 balrogs (as they were later conceived) ever existed -- perhaps no more than 3. So, although the (limited) physical descriptions of the balrogs in the Fall do not necessarily conflict with any later ideas, it is probably wise not to form too much conjecture around them. Still, we may suppose that the stature given:
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Then Glorfindel's left hand
sought a dirk, and this he thrust up that it pierced the Balrog's
belly nigh his own face (for that demon was double his stature)
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...remains valid for Durin's Bane (our only late balrog) as it coincides with the description at the Bridge: "of man shape, yet greater."