This could mean that the Balrogs could never speak. But I agree with Gothmog that they had the power of speech but didn't use it in battle.
There is no other mention in the book about the Balrog making any other vocal sound. I still think that Balrogs could speak but simply did not do so.With a terrible cry the Balrog fell forward, and its shadow plunged down and vanished.
Strange. I don't have the books to hand...but I could have sworn Gandalf mentions that the Balrog laughed at him through the door before the opening/shutting spell rigamarole.Gothmog said:
- As I stood there I could hear orc-voices on the other side: at any moment I thought they would burst it open. I could not hear what was said; they seemed to be talking in their own hideous language. All I caught was ghash that is "fire". Then something came into the chamber – I felt it through the door, and the orcs themselves were afraid and fell silent. It laid hold of the iron ring, and then it perceived me and my spell.
- What it was I cannot guess, but I have never felt such a challenge. The counter-spell was terrible. It nearly broke me. For an instant the door left my control and began to open! I had to speak a word of Command. That proved too great a strain. The door burst in pieces. Something dark as a cloud was blocking out all the light inside, and I was thrown backwards down the stairs. All the wall gave way, and the roof of the chamber as well, I think