I too am an ATPL, 1st Class Instrument Rating holder - my response to your question Amos:
I think it would depend on the circumstances.
Normal ops - no clearance - go round (which is also a normal operation).
Emergency - AIP states that (if I recall correctly) the PIC can act in an emergency situation without a clearance, if required. If continued operation of the aircraft was more dangerous than landing without a clearance, I would land. Well before short finals, in this type of situation, I would be declaring an emergency and advising ATC that "I must land off this approach" to clear any possible conflicting traffic out of the way.