There is no such thing as a missed approach once you are cleared for the visual. it is a go around anytime after that.
and if i were cleared for a visual approach i wouldnt fly any published missed approach procedure if i had to go around. especially if you are lost comm. can you imagine what it would be like if you actually did that instead of staying in the pattern. what if the missed approach is 10 miles away. how are you going to come back and at what time? you would be making up your own vectors and such just to come back to the airport. i can see it being way easier for the controlers to get other people out of the way if you have to fly the pattern again than it would be for them to guess when you were going to start venturing back to the airport. and yeah, get the light gun signal cheat card ready.