ICAO has already been quoted:
If in visual meteorological conditions, the aircraft
shall:
a) continue to fly in visual meteorological conditions; land
at the nearest suitable aerodrome.
The Captain complied with this, making a sound practical decision.
I for one would prefer not to go-around , go to the hold and then fly an approach with lost comms in the MAD TMA. Vectors to 18R are exciting enough.
