Me..I would have continued, turned final, called final (assuming safe of course), requested permission to land, then gone around (and probably been sarcastic on thr radio

). As Chilli Monster mentioned, some of the 'bigger' airports do not have a circuit laid down, even though it says in the Botlang manual. Example is Bournemouth, where aircraft arrive from the North, South, ILS, NE, SE, NW, SW blah blah but NOT overhead (as in VFR join)....Also its worth remembering if you fly into an airport with parallel runways, where you don't want to overshoot the extened ctr line.
Cheers
EA