I’ve done it from a GA. Strong tailwind on the approach, so had the gear out with an intermediate flap setting. ATC told us to break off at about 2,500’ so gentle climb back up to the MAA of 3,000’. There was heavy rain so it had been relatively noisy on the FD, and it wasn’t until after we levelled off we noticed the gear was still out.
Contributory factors were probably a) not using TO/GA but V/S, which didn’t put us mentally in GA mode, and b) discontinuing the approach rather than saying “go-around”, which would have primed subsequent responses and actions. Also, we were at an unusual height and configuration for a GA, so there wasn’t much learnt behaviour to fall back on. No harm done and something else to go in the experience bucket...