SSR, of course you are right. ATC should get an immediate call when going around. But even though a goaround is a normal manouver, it is not performed that often and usually the "break" from an already tense and stressfull situation, so being occupied with handling it communication might drop on the priority list (intentionally or subconciously).
Almost all my flying leads to airports with radar surveillance, but still a lot of them do not change the missed app until late in the procedure. My homebase is rather busy and has a 90 deg turn after about a mile when going around. One usually flys until established on that track, then the controler intervenes with vectors to get you back in the pattern.
In Amsterdam, in my opinion the best airport in the world ATC-wise, the missed approach is usually straight out, climb xthousand feet, call ATC. There are special instructions for Comfail published.
They publish what they really want you to fly, and the remote case of comfail is also covered. Simple, functional, efficient.
GF, if flying the published miss is going to get you into traffic, it should be changed. And if changing it when issuing the app clearance is too much babbling on the frequency, why not publish something smart? It is in ATCs hands to do so.
Nic