When to set the Missed Approach Altitude?
I see that in both the Airbus and Boeing FCOMs, it is suggested not to set the Missed Approach Altitude until below it. Other than when anticipating further descents towards the approach, I can't see why this would be. e.g. you are at 3000 ft intercepting the localiser, why not set the Missed Approach Altitude of 2500 ft then, in the spirit of anticipation and forward planning?
I'm not being type specific, so maybe there is a problem in doing this on some types (ALT capture?) but I'd be interested to know peoples thoughts.