I would hazard a guess that this was a deterioration in the weather situation which just happened to coincide with the approach. There must have been good reason at the time for not using the 04 ILS. But that (later) METAR indicates the cloudbase (BKN 1300) as below minima for 22, or the "environmental" VOR procedures for 04. So either the crew chose to go around due to lack of visual reference or ATC flagged it. The extended go-around route could have been non-standard radar vectors for traffic deconfliction.
In my time of flying into NCE and other French airports, approach ban based on cloud ceiling applied to non-precision approaches. Does this rule still exist ?