You bring up a very good point, not just the horn thing, but how when we imagine something from Tolkien. That something, whatever it might be, tends to come unto the canvas/paper,etc with a bunch of things we didn't find in the books.
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Do we always take liberties in our mental pictures of characters and creatures?
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Possibly, sometimes we'd rather not admit to it, and believe that we really could keep our ideas when it comes to visualization, neat and separate, but in the line of art endeavors it is quite hard. I guess it might have to do with association. A Balrog can be just like the Balrog we read about, but maybe one attribute of it we might associate with many other creatures, like imps, pucks, etc. All which seem to have the popular association of horns, though we know very well the Balrog in Moria didn't have that specific detail underlined.
I don't really see it as intended. Really, there are such things as erasers and gesso which can 'clean up' the point and purpose of the picture. Sometimes in the creative process your mind will add in things that help illustrate a certain emotional or other point. So, I guess it is just more of an association issue and how we connect different physical and emotional traits to words like 'evil', 'dark', 'bane', and so on and so forth.
Personally, a Balrog wearing a black fedora instead of horns could give the same message of, 'watch out, bad luck' or 'death'.
Just my little rant on the matter. Your brother did bring up a good point.
I guess as for other characters, the more ambiguious they are the more freedom of interpretation, where the few things that are known are more key to the design, but still allows a wider range.
~ Ka