It happens all the time, perhaps just less than once a day on average at Heathrow. A Go-Around is a perfectly safe manouvre planned for (just in case) before the start of the approach.
If you think about aircraft in a stream of arrivals, the spacing between them has to be just right. Too far apart and there will be massive delays, too close together and there won't be enough time for the preceeding to vacate the runway. Many years of experience have led to 3 miles being used as the optimum at Heathrow whereby the movement rate is very high but the frequency of missed approaches is less than one a day. When there's a really strong headwind 3 miles is reduced to 2.5 and in bad visibility the spacing is increased.
Although it may have felt dramatic to you, it really is a non story.
(damn,too slow)