The idea for this story was partly inspired by (not only LOTR) The Great Balrog Conspiracy, by Erestor (it's here on fanfiction...go check it out!) and partly by a comment someone posted on their profile about Balrogs (and their wings), though it does not build off the comment or any events in the other story.
Why Balrogs Can't Fly
Long, long ago, the Dark Lord Morgoth had some Balrogs. No one is exactly sure whether he made these Balrogs, or whether he found them, or if he twisted them out of something good, but everyone agrees he had them. Well, not everyone. But for the purposes of this story, we are going to assume that he had them.
Now, these Balrogs had no wings. We know this, because when Glorfindel pushed one over a cliff, it didn't fly up into the sky and back to Morgoth, but instead it fell to the bottom and died. So did Glorfindel, but luckily, he was sent back to life and the Balrog stayed dead. So we know that Balrogs do not have wings. If they did, that Balrog would not be dead.
So far so good. But it is a well known fact that just when everything is going nicely and everyone is happy, someone has to throw a screw in the works. Or, in this case, a pair of wings. And, in this case, the wings were not thrown into the works, but onto the Balrog. And the person who did the throwing, or, in this case, computer graphics designing, was Peter Jackson. Well, maybe not him personally, but since all the drawbacks of the movie Lord of the Rings are invariably blamed on him, we might as well stick to tradition.
Now, everybody knows that Peter Jackson (or whoever it is who really made all those mistakes in the movie Lord of the Rings if it wasn't Peter Jackson) must always twist Tolkien's brilliant work and make it into something completely ridiculous. So it was no surprise (or maybe it was, but it shouldn't have been) when he (or maybe it wasn't him...but we've already been over that) designed computer graphically a Balrog with wings.
So now there were two kinds of Balrogs, those with wings and those without.
But some people did not see it this way. The new winged Balrog caused all the purists to laugh at it. It also made the purist fanatics exceedingly angry with it. And for the first time in history, there was a fight about Balrog's wings.
All the purists started ridiculing the movie because of that ridiculous looking Balrog. Then all the Balrog fans started defending it, saying winged Balrogs were cooler than non-winged Balrogs. Then all the purist fanatics started attacking the movie, all the Balrog fans, and Peter Jackson for committing sacrilege and presenting a winged Balrog when Tolkien clearly said that Balrogs didn't have wings (and he ought to know). Then all the Peter Jackson fans started defending the movie, and the Balrog, and Peter Jackson, saying that they bet that Tolkien really did mean Balrogs to have wings, and that the purist fanatics were too dense headed to see it.
And there was a huge fight.
In the mean time, the Balrogs, those with wings and those without, didn't know what to do. Especially those with wings. Those without wings decided that no one was too upset with them and eventually went about normal life again. But those with wings fell into a deep depression.
They felt they were being judged, and that everybody hated Balrogs with wings, and that they were unnatural for having them. But try as hard as they might, they couldn't get rid of their wings. This was because now all the computer graphics designers always thought of them with wings, and designed them computer graphically with wings. So they were stuck with wings.
And they were so embarrassed that they had wings and that Balrogs weren't supposed to have wings, that they all decided that they would never use their wings to fly with. This was because one wise Balrog (of the winged sort) thought that if they never flew with their wings they be ablt to convince people that they couldn't fly, and thus, that all Balrogs had wings, but only the one Peter Jackson (or someone else) had put in his movie could fly (and he was dead, so even he couldn't now), and that would explain why the old Balrog had died when Glorfindel had pushed it off a cliff, and at the same time, the winged Balrogs wouldn't have to be ashamed of their wings. And everyone would still make fun of Peter Jackson (even if it wasn't really Peter Jackson) for making his Balrog fly, but at least they wouldn't make fun of winged Balrogs.
It didn't completely work, because most of the winged Balrogs (traumatised as they were from all the rejection and persecution they faced) were to shy to campaign for the new theory. So nobody knew about it.
But even though it did little good for the Balrogs, winged Balrogs still follow tradition and never fly.
Morals: Don't throw screws (or wings) in the works, Don't fight about silly things like Balrog's wings, Don't fall into depression, Don't be shy, and You're safer on the ground.
The End