Did they hatch from eggs?
Almost everything that flies, save bats and witches, hatches from an egg. If these creatures truly have wings, even if the wings are vestigial, wouldn't that open them up to eggs, nests and other avian traits?
Horns are used to fight, increase perceived height and are considered demonic (because of the goat Azazel?) at least in the culture I am most familiar. We regularly examine my youngest's head for the tell-tale bumps.
See attached an artist's conception of a hornless Balrog cub.