flying a visual doesn't mean the radar service is terminated to start with. secondly always check the countries rules & regs. since specific instructions may be issued like in Ozzie land:
Go Around And Missed Approach Procedure in VMC
In the event that an aircraft is required to go around from a visual approach in VMC, the aircraft must initially climb on runway track, remain visual and await instructions from ATC. If the aircraft can not clear obstacles on runway track, the aircraft may turn.
The exception to the above procedure is that, at Sydney Intl, a visual go around must be carried out:
a.
in accordance with the published instrument missed approach procedure for the primary instrument approach for the runway the aircraft is using; or
b.
as directed by ATC.
Conclusion don't assume, check
