If the pilot initiates a go around they need to announce it to the ATC. It is usually a drastic full power pull up that will certainly disrupt nearby air traffic.
So the pilot probably did not start the go around before being told so.
Sorry, I have to partially disagree. The FAA is pretty clear on this: The priorities (in order) are Aviate, Navigate, and Communicate[1].
The pilot is ultimately the person responsible for the safe operation of the aircraft. That will occasionally mean performing a maneuver before telling anyone.
In response to this, procedures are designed so that pilots can safely abort an approach without posing a danger to themselves (i.e. running into terrain) or other aircraft.
For example, let's look at the LDA PRM runway 28 Right approach [2] into SFO, which the pilot may have been flying. If you have to abort the approach prior to the DARNE waypoint, you make a climbing right turn to heading 030 and 3000 feet, then you proceed directly to the Oakland VOR, and then you hold as published.
When Approach clears you for this approach, the controller is also clearing you to fly the missed approach, if needed.
If you have to go missed-approach after DARNE, the instructions are similar, but are documented in [3] instead of in [2]. But note the "unless otherwise instructed by ATC". In this case (see [4]), Tower placed the pilot onto runway heading, likely with a climb to avoid the hills. Approach would then have taken over, and brought the pilot back around.
So the pilot probably did not start the go around before being told so.