Mike
Can you provide a reference in the 7110.65 to the pilot having an IFR clearance
What you say is all good and well, but protecting airspace applies to you and not the pilot who may need an IFR clearance very shortly after missing the approach. There is no published procedures sitting in front of me to follow on a visual. Its not a matter of simply calling back as you infer. Imagine lost comm late at night in Bozeman Montana and going missed. A very busy freq at ORD, a stuck mic at LAX, etc. With a missed approach procedure I simply fly that. I am not really worried about ATC as I know if I was cleared for the approach, I was also cleared for the missed. I dont have that luxery on a visual.