Originally Posted by
AerocatS2A
The MDA or DA is only valid assuming you are on track. If you are not on track, e.g., out of tolerance or navaid failed, then you are no longer established on the approach and the MDA/DA is no longer valid for your position. You are now in a position where you no longer have assured obstacle clearance. You climb straight away because you must get clear of the ground. You track to the MAPT and then track via the missed approach so that you follow the ground track the procedure designs came up with to keep you clear of hills, restricted areas etc.
If it doesn't specifically say in the regs that you must climb immediately it's because nobody ever conceived that anyone would think otherwise.
Well, some have thought otherwise. But I agree with everything else you've written.