In terms of wht you should have done, you did exactly the right thing. In fact, you had no choice - if there is an ATC service then you have to have a definite clearance to land before you touch down - without that (inc. not getting a response) you have to go around.
I guess if the service is just "Radio" or "Information" you could elect to lanbd at your discretion, but it would clearly be irresponsible to do so if you have been advised not to.