I think a lot of this is sheer lack of practice. How often do pilots do an all engines Go Around (either on line or in the Sim)?
In my company, it's twice per year. The Cat 2/3 revalidation is always done within FCL/OPS checks and at least one of these approaches results in a go-around. Admittedly, the opportunity might be taken to make an engine failure the cause of the go-around, but since a single-engine go-around is always flown for the OPS/FCL part of the revalidation, it's usually thought more "interesting" to find another reason to cause a go-around from the Cat 2/3 approach.