If Maiar who served Morgoth were corrupted into Balrogs, then why is it that Sauron, who is also a Maia and servant of Morgoth, didn’t become a Balrog when he pledged his loyalty to Morgoth?

The Maiar exist throughout Tolkien's The Lord of the Rings—Gandalf the Grey (Sir Ian McKellan), Saruman (Christopher Lee), and even the Balrog are ... of the Maiar was Sauron (Charlie Vickers ...