I don't think there's anything to stop TB from pushing the Balrog as an exclusive somewhere else besides Wal Mart. It's obvious both KB and TRU appreciate the line. A rotocast Balrog (what, $10?) would blow out of stores. The only alternative would be to shrink it and include it as part of the figure assortment ala Treebeard, but if Wal mart is really against this figure no matter what, then that's probably out, too. Come to think of it, WM probably killed that Orc Warrior from Toy Fair, too.
I was a little curious at first also why Riekken was considered a deluxe for all the reasons already mentioned, but yeah the screen type thing seems awfully big. Then again, the bar sections that come with the Nightclub Obi Wan and Death Sticks Guy seem awfully big as well.
Got my Crossbow Uruk! Thanks once again to HMI. Had to leave Gandalf, which may come back to bite me on the you know what, on account of the $10 price tag. The Uruk is fantastic, one of the best figures in the line.