At Air Canada an Aviation Safety Report is required after a go-around. The reason for the go-around should be given also.
The Aviation Safety Reports are monitored and categorized to determine trends or weaknesses in the system. If a trend is noticed in an increase in go-arounds at particular airports, then maybe it is an ATC issue. ATC can be worked with and possibly procedures changed to make the system safer for everyone.
Also, maybe Air Canada finds through the Aviation Safety Report that we are doing a lot of go-arounds at a new airport that we are flying to. They can investigate and it might be determined that there is often a tailwind on approach that the pilots don't anticipate. This information can be added to our charts to give us a better understanding of the local conditions at airports that we don't fly to often.
Also, something that has been noticed in the reports from the pilots is that while we are great at doing go-arounds from minimums (we all get that in the simulator, right?) we are not so good at conducting go-arounds from a higher altitude (ie...outside the outer marker). As a result Air Canada has been concentrating on giving us go-around practice from various heights on the approach.
So in answer to your question, while Air Canada's policy is to report a go-around through the Aviation Safety report, it is definitely considered no jeopardy.