Andrasz, pilots would follow the missed approach procedure which is printed on the arrival charts precisely so that the pilots know what to do next without unnecessary contact with or by ATC at a critical time. Aviate Navigate Communicate, remember. Only when they have cleaned up and climbed away might ATC confirm the crew's intentions. No, ATC did not observe the aircraft going around before they issued their instruction which was before the gear was even selected up. They might have thought they did but they were not in the cockpit or inside the pilots heads, who might very well have been considering putting it down, regardless of sop when up comes an instruction to climb 4000ft......