Yes, that is the nice difference between airbus and boeing. On the 737 there are only limited methods to get out of the approach mode: change the ILS frequency, TOGA, or disconnect the autopilot and reset the FDs. That said, in the airlines where i flew the 737 every ILS was flown dual channel, which allows for automatic go around without autopilot disconnect, which makes the whole thing a lot more relaxed.
Had an ATC advised go around this summer, since there was no urgency i took the time to do a short brief what i will do next, and then calmly did it. Quite often there is no real urgency during an intermediate go-around and a few seconds waiting helps a lot. During my career i was lucky enough to had to do roughly one go around per year on the line, and most of those were intermediate ones, not the normal training case of one engine inoperative at minimum or below minimum (balked landing training).