Your favorite phrase as a pilot probably isnt, Go around.
You might have been set up on final, aircraft perfectly configured, ready to call it a day, and suddenly youve got to throw all that out and try again.
For a controller, the go-around is a last-minute tactic to resolve insufficient clearance or some other unexpected danger. Sure, it fixes an immediate problem, but it instantly creates other risks. Whether ATC initiates it, or you do, its adding complexity for everyone involved.