One of the best "wave off" (go around) calls I ever got was from tower at NAS Norfolk when a C-9 gooned up a taxi instruction and turned onto the runway I was lined up for, short final from a GCA with not great weather. I never saw the C-9, only learned of it later from ATC.
When tower calls go around (or wave off in that case) I bet most crews would simply go around as a reflex.
Will be interesting to find out what made this case play out as it did.