Let me add a little perspective from the left front seat. Although I have not flown as a pilot in command for many years, I still have my FAA "Commercial Pilot Certificate - Airplane, Single and Multi-Engine Land - Instrument" license framed and hanging on the wall of my den...next to my USAF retirement certificate.

When a pilot executes a "missed approach" and goes around for another approach, that is a GOOD THING for your safety. The FAA and Military accident report archives are FILLED with descriptions of crashes where the pilot recognized that "something is not quite right here" but still pressed on...and killed themselves and everyone onboard. EVERY airport has published missed-approach proceedures that safely bring you around for another shot at the landing. The wise pilot has no hesitation at declaring a missed approach and going around for a better attempt.

The wise pilot also has no qualms about declaring an emergency when warrented, either... If the pilot of Air Asia QZ8501, when denied permission to avoid the fierce thunderstorm dead ahead due to traffic, had only uttered aviation's "magic words" in response to the controler's denial those onboard would most likely be alive and at home today.

The magic words? "MAYDAY, MAYDAY, MAYDAY". Those words would have immediately made that aircraft THE most important plane in the sky, the Captain could have taken ANY actions he/she deemed necessary for the safe completion of their flight, and the role of ATC would be limited to getting every other aircraft in the area out of their way. (Setting the transponder to squalk Mode 3/A code 7700 does the same thing).

Unfortunately that flight flew into the heart of the beast.