Melkor and Sauron's goal

Hi! I'm new here and I enjoy all the discussions here.

I just have a question.

I always wondered about the "goals and intentions" of Evil - ok for Morgoth it's quite clear, he wants might, he wants power, he wants to rule the world. Same for Sauron.
But why? Why the hell are there always people who want to rule?? Is there any personal advantage for them when they are the Lord over Lands they have never seen, they never went to, that aren't even paying taxes?? Is this ambition?

I also wonder what the personal goal of, for example, Dragons or Balrogs is, besides surviving. Why do they fight in battles?
Because they are commanded to do so?
They fight neither for plain surviving nor for freedom nor for so-called [self-]justice nor for anything they admire, they fight just for their Lord though they probably hate him.
Is it fun for them to kill?