The controller was both saying something and offering something: "Are you guys ok?, if not, here's a way out". The rest is the captain's decision unless/until the aircraft presents danger to other aircraft.
If I read (and understood) everything correctly the controller did not offer them anything but instead
instructed them to turn onto a specific heading away from the approach. To make them get rid of excess altitude and speed. So there should have been no captain's decision but compliance with that instruction. We really need that CVR transcript to understand what was going on.