who is also a Maia and servant of Morgoth, didn’t become a Balrog when he pledged his loyalty to Morgoth? Before Morgoth fled Valinor, when he was still called Melkor, was the time of the Music ...

Gandalf facing the Balrog in the ... opposing Gandalf's servant of the Secret Fire title. It goes beyond that, however, as Balrogs are also Maiar who were corrupted by Morgoth.