Urgent question for Peter Jackson (the filmmaker, not the tobacconist)

Why does the Witch-King (head of the Nazgul) break Gandalf's staff in The Return of the King?

No, wait, how does he do it? Or maybe more to the point, how can he do it?

Gandalf defeats the Balrog of Morgoth in both the book and the film, and the Balrog is a Maiar (like Gandalf). The Nazgul is just a puppet of Sauron (the most powerful of all the Maiar), not a Maiar himself. Gandalf should kick the shit out of him. After all, Aragorn held off against 4 of the Nine (and Gandalf against 5 of the Nine) the night of the Weathertop attack.

This just makes no sense. Stop that!