DMC Fun Fact Time! Dante gets Balrog in the prequel novel, where he goes to the DMC2 island to help Lucia kill Balrog. The Cerberus nunchucks from DMC3 get destroyed in that fight too.

They also retconned the reason for Dante's personality shift in DMC2 and the anime to be that he was depressed over having killed Vergil in DMC1. Finding Nero in DMC4 is what helps pull him out of that depression.