AI missed approach

Do AI commonly miss approaches sometimes? I had a AI FSPainter DC-10 have a missed approach, the runway was clear of any traffic. I don't know if the flight level was set to high. It was an IFR flight from KLAX to KCMH, I only set FL180 because when I set it at 280 he overflew the airport completely and just kept going. After adjusting the FL lower that's when he did the missed approach, he just circled around and came in for landing which was pretty neat but I didn't know if common. I wasn't listening to the ATC so I don't know if they told him to go around for some reason.