Frodo hears Gandalf whispering as he lays the spell on the door, yet we are not told specifically if Gandalf heard the Balrog utter the counter spell. After all, it was on the other side of a stone door. Or it could mean for this particular encounter he does not speak, for dramatic effect. Take your pick. This is a point of debate.
Some people are firmly entrenched with the idea that Balrogs have wings and can fly.
Tolkien was very particular on the use of words. We also know that Glaurung was a Great Worm and not a dragon which could fly. The Balrogs were the Chief Servants of Morgoth in the First Age of Middle-earth. This question can only be answered by conjecture as Tolkien left no statement to address this issue. The Balrogs were originally the servants of Morgoth in the First Age, of whom, Sauron was also his servant.