"Ladies and gentlemen, this is the Captain. We're going around because I've made a right cock-up....."
On the other hand I would be far more worried if a crew continued an approach which wasn't correctly stable by the required "gate".
The person who has never made a mistake never makes anything and there can be many factors which can conspire to occasionally cause a Go Around.
In the company I work for there is a "no blame" policy for Go Arounds which is the way it should be.