In almost every other part of the world you would fly the published instrument missed approach in the event of a go around after a visual approach to a runway. It is also specified that if you fly an instrument approach and then circle visually for a different runway, in the event of a go around you turn the shortest way to join the missed approach of the instrument approach you originally flew.
This means you are guaranteed to avoid terrain and other traffic, and there is no need to talk as ATC know exactly what you will do and will speak to you when they can.
In the USA there is no consensus as demonstrated by this thread. You just point the aircraft at the sky to an arbitrary altitude and hope you don’t hit anything or anyone before you manage to talk to ATC. You can see why some see this as having potential for an accident.
LD