such is the nature of current IFR training. E.g. Route - approach - missed approach - diversion - hold - approach - G/A - land
See? It's right there! That's what you were trained to do. They did all of the above things except one. It wasn't their training that forced them to miss one out.
Diversion - It would have avoided all the "panic" and "nerves".
Your comparison with a soldier isn't a fair one. Soldiers are expected to put themselves in harms way and risk their lives. We are expected to avoid it.