Balrog Breaking and Entering

[Sarumian]

From reading the LOTR I tend to think that embodied maiar were able to look much larger on some occasions.

Gandalf at Garadhras:

In the wavering firelight Gandalf seemed suddenly to grow: he rose up, a great menacing shape like the monument of some antient king of stone set upon a hill.

Balrog at Kazad-Dum originally seemed to be

a dark form, man-shaped may be, yet greater

suddenly it drew itself up to a great height, and its wings were spread from wall to wall