It actually doesn't really matter all that much because we know that even if he had wings, he couldn't fly with them cause if he could, he wouldn't have fallen into Khazad Dum. I think he may have had them, but he probably couldn't fly like is depicted in the illustration above. But on the other hand, part of the reason Tolkien is so good is because he is often slightly vague, leaving room for imagination. Not to say everything is subjective in Tolkien, but things like the wings on a balrog are not clearly objective.

Alot of larger birds cannot take flight on the spot.

Taking the duck being not that big, as a prime example:

It needs to speed up on water to take off.

You won't see them hopping into the air just like that.

Now imagine this happening with something "man size & shape but bigger"

but, falling hundreds of feet is not "on the spot." and about the duck, the balrog is going speed of gravity which is likely more on arda than on earth when falling.

Let's do an experiment, and take many different birds, especially those with heavier bodier mass. Then we will push them into chasms with varying width from wall to wall, and see where the sweet spot is-- which ones can take flight after a fall, and how much space do they need?

My intuition tells me most of them will be going splat.

well, thats the other problem with a flying balrog. a creature that big would brake a leg every time it stumbled because its bones are so brittle. unless on the other hand its bones were very thick, in which case it simply couldn't fly because of the weight. the reason why most birds can fly is cause they have hollow bones. and as I mentioned before, arda is bigger than earth so this factor would be even greater than it would here

How is Arda bigger than Earth? Didn't Tolkien envision Middle-earth to be our own ancient history?

sorry! your right! I just looked it up in sil/lotr and it is presumed to be! I just got out-nerded! Kudos to GrandSpleen. anyhow, I think the argument still stands, just with a little less power