Well, i wouldn't expect any high praise for a go around. It is after all part of the job we are trained for. In fact, the training is that every approach ends with a go around, and that is what we brief for every flight.
However, yes, a thank you for non normal circumstances are kinda nice, and i have to say i was pleasantly surprised when my company at some point sent me a thank you letter and a nice bottle of red after a technical defect prompted us to do a full emergency landing preparation and procedures.