Listening to your f/o call go-around (and doing so) is not unsafe.
Presumeably, with the weather forecast, fuel has been carried for such an eventuality. Once the missed approach has been flown, and above msa, you can find out why you went around. If you think you were 'in the box' and should have landed, explain this and suggest another approach. This time he is even more prepared for the conditions.
If he calls go-around on the next approach, IMHO, you still go-around.
What if he has seen something that you haven't.
The most chilling (last) words I've heard on a CVR is 'I told you so'.
If you have issues, take it up with the training department. If you end up in KGS because the f/o called g/a on you every approach (when you think he shouldn't), something will soon be done about it.