The whole point is you're on a visual and flying neither the Y or Z approach, loading the FMS with the "VFR 35R" procedure would be most appropriate.
In my operation, we must back up all visual approaches with an IAP. Most of the time, this will be (in order of preference) ILS, RNAV, VOR etc. Is there ever a good reason you would not load an ILS for backup guidance?
A check airman, is unaware of squawking 7600 and looking for light gun signals, finds it safer to barrel headlong into traffic?
Check Airman is my username, not a title. That's not relevant though, as we are discussing basic instrument procedures.
Firstly, I think I would be less likely to find opposite direction tfc on a departure path during a GA. Secondly, light gun signals are difficult to see under the best of conditions. At my shop, after a GA, we have three checklists to run. One being particularly long. On downwind at 1500ft and ~180kt trying to get everything set up and looking out for traffic, I can guarantee you that I probably will miss the light gun.
Like I said before, executing a traffic pattern leads to a whole lot of unknowns, both in the control room and in the cockpit. By following the published missed, we eliminate lots of those unknowns (route, altitude) and perhaps gives us some time to think if there's a holding pattern.