It is always a point of debate what happens for the side step runway landing. You have effectively been recleared to make an approach to the new runway. You have not been cleared to make an ILS/LOC/NDB/VOR/GNSS/DME approach in the phraseology, so it must be a visual approach.
Unless otherwise published, is the visual approach go-around not just a left-hand visual circuit?
It is a question I always like to ask during the inspections and investigations. I sat on a jumpseat for a well known 25R to 25L "Swing to the Left" in Europe, and awaited the controller's response to the crew request for the missed approach track.
PNF Is it straight ahead?
ATCO Negative, departing traffic about to roll on the right
PNF Is it left?
ATCO Negative, departing traffic runway 18
PNF Is it right?
ATCO Negative, conflict with earlier departing traffic... Do you need to go-around?