Yes, whenever I fly into Innsbruck, Austria or Kabul, Afghanistan, I always cancel the flight plan when I get close and fly the IFR approach myself.
Those mountains make things hairy!
Almost ALL mountain approaches are at high risk, if you give those illiterates in the virtual control tower enough thrust to guide you to the general position of the runway. Though I must admit sometimes, like in the mountains of Japan, in the past, their competence to keep me from virtually remaining forever as a decoration on some mountain slope amazed me, there were all too many close calls to make it a comfortable flight, especially if you must do it in the night. Like I can never forget the one approach to Kathmandu at the yoke of a MD80, where their concept or bringing me to the runway was to make me do a final approach dive-bombing style (
and I DO MEAN descending almost vertically). I really wouldn't like to let them vector me in some places like Sion in the Alps or Antananarivo.