Yes. Fuel.
There's the rub.
When you're jaunting around the US doing short sectors in your 737 or whatever, you've got the luxury of uplifting fuel on each sector, and taking extra whenever you feel like it.
And - fuel wise - a go around in a 737 is no big deal either.
But, when arriving into the terminal area after a long-haul flight in a widebody, we don't have the layers of fat you can afford. We're usually constrained by weight on departure. Carrying anything above flight-plan minimum is often impossible. A go-around in a heavy is therefore rather more contentious fuel-wise (as someone else already pointed out about Canarsie approaches). You can practically see the gauges dwindling before your very eyes. So much for 'safe bubbles'.
US ATC will do more than curse you under their breath if they think you are messing with them. They'll read the riot act to you on the airwaves and dismiss you to the holding pattern - where you'll sit and sweat, wondering if you should divert now, or pray the nice man will give you another chance. At his leisure.
Think
AVIANCA, 1990