There are lots of animals that have wings but can't fly.
Yep when I was a supernatural lesser god and my 'look and feel' was being discused with my master, I chose the "can I have something useless that doesn't work" option as well.
Me? I chose huge horns made of foam rubber that couldn't hurt anyone but I now regret not chosing vast wings that were incapable of flight. That would be much more sensible
Remember that Gandalf and the Fellowship ducked out of a regular sized, single door at the Chamber of Mazarbul. How could a creature with actual wings that stretched from wall to wall in a vast cavern (rather than a field of "darkness that spread like wings" – my emphasis) so let's guess and say a 30ft or even 50ft wing span, then fit through a regular sized door?
I know: his wings were – like my horns – made of Nerf
Seriously
Remember the simile elsewhere in LotR "Gandalf stood like a wizened tree". Does it mean he was a tree (wizened or otherwise)?
No, of course it doesn't.
Or – closer to home – isn't the Balrogs weapon described as being like a "Stabbing tongue of fire"? Why has no sculptor actually made its sword 'tongue' shaped? A big red flabbie thing with taste buds. But alight.
Ah yes, because not all similies are equally cinematic
I think that Balrogs are only depicted as having wings because people saw Fantasia:
And then lazy figure sculptors and artists sculpted and painted some Balrogs with wings because they look cool and 'demon-like' – certainly more than they would with a big burning tongue in their hand.
Have a look at these links and find me some wing references or – better still – point out the passage in Tolkien's actual work:
link
link
It's terrifying to think that the Balrog on this page: link hideous as it is, may well be one of the most accurate renditions of what Tolkien had in mind.
Coulda done with being 50% bigger, mind you. And looking a lot less like Lenny the lion holding a piece of garden hose
John T