Suspect you were working a situation at ARN?
The way I brief it in real life and in the sim is that in the event of being given any instruction that would mean we discontinue the approach without any other instructions we will continue down the approach configured until 1500ft and then proceed with the miss approach procedure cleaning up when we level off.
My logic is that we at protected and separated on the ILS and we are not going to conflict with traffic following the miss approach procedure at the defined level. Or if we are going to we are going to be given instructions anyway.
Quite what an Arlanda controller would use RT wise nobody TRE wise seems to have a clue. And after quizzing a Swedish pilot with a partner in ATC but not ARN they seemed to think you would either be told "approach clearance cancelled stop decent x000ft heading xyz" or they would wait until you were below 1500ft and then give a standard go-around instruction.