We do this type of GA each time we go to the sim (our instructor loves it as everyone does wrong, including me). At ESSA, the MAP altitude on 01L is 1500 feet and the initial altitude on the ILS for that runway is 2500 feet (?). If we need to go around from before reaching 1500, we do not initiate the GA procedure with Full power and so on. We just pull up the gear and flaps and retard power a little. The reason for us having to descend is that when runway 01L is in use for landning, they have northerly SID's that cross the MAP above. So being at 1500 feet is vital to maintain traffic separation. I can see this being the reason for the Le Bourget arrival also (although I've never been there, it sounds logical to me).
As for descending whilst not established on the LOC, that sort of puts a twist to it all. I don't know what to do about that. You can't pull the parking brake and you can't continue on you're present level and you can't descend... tricky one really. Thanks for giving me a good question to ask my instructor on the next OPC!
/LnS