Doesn't have to be a malfunction, you could inadvertently go into Go Around mode due to re-selecting TOGA on departure after entering CLB mode. You have a few options , either activate the approach and return to land or to continue, enable the ALTN or select a new destination and enter a new CRZ altitude in the PROG page. This will put you back into the appropriate phase of flight being the CLB phase.
So in the above case (if it actually happened!!!), I guess that they ended up in Go Around mode due to selecting TOGA due to weather / windshear for example. It would then appear that neither pilot knew how to get the FMGS out of GA mode so ended up going to BNE. This is always a question I ask in training, as it is a common piece of knowledge that slips through the net and can lead to a lot of embarrassment.
