As Mad Jock says.
In any case, all on frequency heard the "going around" call so we know something is wrong ahead of us, even if we don't exactly know what it is. Until we hear why - and find that the reason is not going to affect us (like a technical problem with gear) - we are alert to the increased chance that we will also have to abort the approach.
In short, early information about "why" does not always provide significant extra safety margin to those of us behind. All information is helpful, but the workload of the pilot / crew in an "unusual" situation is significant and (IMHO) takes priority.
NOTE: I fly single engined heli either single or double pilot. I have no experience of large jets, don't have a stick shaker, can't stall (but can VRS and plumet like a stone!!), and I don't fly IFR / IFR approaches so keep in mind my experience / ability when reading my posts.