Actually my definition of Tolkien canon is "published work by the author", but anyway...
And even though I would disagree as far as employing the word canon here, with respect to taking into account everything that Tolkien wrote about Balrogs (you even quote from
The Lost Tales in your original post), well, that's where this marginal note and revision come in.
You are free to hold that opinion obviously, but no one knows for sure, not even Christopher Tolkien. And in my opinion Christopher Tolkien arguably took this note into account: in other words, for the 1977 constructed Silmarillion, it seems to me that CJRT altered those instances where Tolkien referred to very many Balrogs to allow for the
possibility that this idea might have been a factor in any later, full QS revision.
Tolkien's marginal note described an actual number: three, at most seven, but the revision to Annals of Aman reads:
"a host of Balrogs" >
"his Balrogs"
In any case I think we can safely say that
at this point in time (when JRRT writes the note and makes this revision) Tolkien was thinking of drastically reducing Balrog numbers.
For some reason