FAA rules:
The FAA AIM states that, "e. A visual approach is not an IAP and therefore has no missed approach segment. If a go around is necessary for any reason, aircraft operating at controlled airports will be issued an appropriate advisory/clearance/instruction by the tower. At uncontrolled airports, aircraft are expected to remain clear of clouds and complete a landing as soon as possible. If a landing cannot be accomplished, the aircraft is expected to remain clear of clouds and contact ATC as soon as possible for further clearance. Separation from other IFR aircraft will be maintained under these circumstances."
Needless to comment methinks.
EU OPS rules:
"Visual approach". An approach when either part or all of an instrument approach procedure is not completed and the approach is executed with visual reference to the terrain.
this definition found in ALL weather OPS section applicable to IFR rules obviously. Therefore under EU OPS visual approach
is part if IFR IAP clearance and doesn't covert the flight rules to VFR which would imply flying the circuit altitude. As we're all aware of once the IAP has been commenced it must be finished either in a successful landing or a execution of a missed approach procedure.
All this shouldn't preclude you from doing what's regarded by you as to rightful course of actions.
Cheerio
