I would say OB did the right thing. As previously stated the approach commences at PAWNE on a 360 degree heading. If you were cleared via the MAYPORT 180 degree radial to PAWNE , cleared COPTER TACAN RWY 05 you need to perform a course reversal at PAWNE. You could do it either right or left unless the direction was specified in the clearance. If the controller expected you to make a right turn onto the 4.5 DME arc he/she should have cleared you via the MAYPORT 180 degree radial, intercept the MAYPORT 4.5 DME arc, cleared via the remainder of the COPTER TACAN RWY 05.Or provided radar vectors. In most places the later clearance would be not authorized due to intercept angles and a host of other rules. But I would guess if this approach is used for a high volume of training local pilots would fly the missed on the 180 degree radial and ask to join the DME arc to speed things up and get more approaches in and after a while it seem to be the norm.