GF - I think the 'missed approach' here means folk are concerned on stuffing up the pattern somewhere and what to do, not 'losing sight in scud etc'. In the UK if you do, say, screw up the final turn and get high/fast/unstable etc and g/a, you should follow ATC direction for any g/a because in the airline world you are probably still 'IFR' (although 'visual') and thus ATC are responsible for IFR separation of you from known traffic.