Landing at Kai Tak some 10 years or so ago... The Cathay Pilot initiated a go around at last minute (over runway threshold).. in very bad weather and next to zero visibility (from the passengers window).... Once he had taken the necessary hard left turn and climbing..his announcement certainly put me at ease and most other passengers. "ladies and gentlemen, that was what we call in the industry a missed approach, we are just going to climb out of the weather, circle and wait for a clearance to land and try again.. apologies for "" etc etc....
I thought it was honest and imformational.. and put all at ease..