You are on approach, decide to go missed, you stay on track and go to the MDA level unless it tells you different...
Nonsense! If you are out of tracking tolerance on the approach, you'd be a nutcase to proceed on down to the MDA
then start climbing. Show me
any AIP that says "in the event of a missed approach, continue descent to the MDA then commence the missed approach climb".
If you just decide to climb to hold whenever you go missed, you will conflict with the procedures to cross the airport....
How strange that virtually all the SIDs at this airport have a requirement to be over the airport at or above 4000ft...
Same at KTEB, climbing too soon brings you right into arrival traffic at La Guardia. Why the limit here? Don't know.... But it is there.....
If that were the case, then altitude limits would be put on the approach chart. How is "don't climb too soon" decribed on the KTEB aapproach chart? Or maybe ATC might say "in the event of a missed approach climb to XXXXft..." (being an altitude that would provide separation).
Back to this approach, I can see the confusion but it does not say "climb to 1250ft. At 5DME turn left, track to the VOR. When tracking to the VOR, climb to 2700ft." If it did, then you guys may have a case. It doesn't, and if that was what was intended, they'd better re-word it.