If any of the two pilots feel uncomfortable about the approach, they are actually drilled to just order a go-around, not politely ask and hint that they would prefer to do it like this FO did (wastes time). Ideally the pilot flying should then do it, but if they don't, the pilot monitoring can also take control (while clearly stating "my controls, going around") and do it. One major issue that I bet the NTSB will note in the final report is that
both pilots were relatively new to the aircraft and to the airline, usually it's preferable to pair an inexperienced FO with more experienced captains.
(not an aviation expert, just summarizing various bits and pieces I gathered from various YouTubers over the last days)