There's nothing particularly dangerous about a go-around in a hazardous situation - the pilot and co-pilot are ensuring safety first and foremost. It's dramatic when it happens, but it's safe and well practised. You normally get three attempts before a diversion, the captain has presumably decided the situation needs time to improve and has put down, safely, at a nearby airport. The original post title wasn't very helpful and very derogatory, this is a routine situation, and is much more accurately summed up after the moderator action. The "everyone else got down" is manifestly untrue.

In these cases since you do presumably want to get to your destination, other passengers demanding to disembark and have luggage unloaded just delays resolution for a lot of other people. The captain isn't going to leave the ground until s/he is satisfied there is a reasonable prospect of not having to divert back again, so sit patiently and wait.