Well we do know that some of these spirits did have offspring.  On the good side the Maiar Melian married Thingol and had a daughter, Lúthien.  On the bad side, Ungoliant, who was a spirit from before the creation of Eä of some sort, reproduced somehow to give rise to the spiders of the Ered Gorgoroth and ultimately Shelob.  Tolkien's conception of the children of Valar, the Valarindi, was actually kept up until very late in his mythology, when references to them were crossed out.  I'm not near any of the books so I can't check when this was, and I'm not sure why really why he did it.  Though the Valar and Maiar were supposed to be angelic beings, they had become voluntary incarnate, with male and female forms, and they had seemingly married in most cases, and as a Catholic I would think Tolkien would expect children to be the natural outcome of marriages of any kind (I'm not a Catholic so correct me if I'm wrong here).  The Ainur who didn't descend into Eä and didn't incarnate themselves of course would not marry and have children, and would therefore more closely follow the later Christian idea of angels, none of whome lived on earth, or Arda as Tolkien puts it.  They all lived beyond the orbit of the moon, and only the lowest orders ever descended to earth, not the greater orders of Cherubim and Seraphim, at least thats the situation as believed in the Middle-ages.

The only conclusion I can come to is Tolkien simply forgot about Melian when he crossed out references to the Children of the Valar.  The compromise solution I've come to personally here is that as Tolkien doesn't specifically say (as far as I know) that the Valar didn't have children, but rather simply removed reference to them, absence of reference isn't proof of absence.  Therefore I still include them as shadowy figures in my own canon.