Bottom line. You do what is safest.

Some airports (Aspen is one), pilots use a "balked landing" procedure
for a missed below the MAP. At Aspen it is signifigantly different
than the missed due to terrain. (It is a climbing left hand turn and
the missed is a right hand turn). This requires the airline working out
the procedure.

As a private pilot, if I had to do a balked landing at Aspen, I
definitely would NOT make the right hand turn back to the MAP!! You
would run into a mountain. Things like this is why IMC approaches at
small mountain airports are bit dicey.

So it all depends. I agree a balked landing and a missed are different
procedures.

Also, I have landed on taxiways before, so that MIGHT be an option.
MIGHT...