You are very right...in the MD80, stall recovery is to acually pitch the nose up slightly during stick shaker and you won't lose one foot of altitude. However, proper go around technique in any jet is pitch up simultaneously adding power. To push the thrust lever forward with no pitch adjustment (as would happen without coordinating with the pilot on the stick) will not provide sufficient upward pitch movement because the engines are already generating quite a bit of thrust because of the aircraft in the full drag configuration.
As previously stated, the SAFEST response is to tell the tower that we are going around. Tower will then give go around instructions and the Captain won't want to explain on the ground why he ignored the tower's instructions.