If you look at satellite imagery it looks like you have very high terrain to the west of the runway. The water would be the primary area available for a climb back to obstacle clearance altitude. Looks like the MAP just routes you with sufficient time to climb to the MA altitude.
As Alexander already said in his answer, the turns over water are executed to gain enough altitude before turning back over the terrain.
(left: RNAV-A, right: RNAV approach chart).
The difference between the RNAV-A approach and the other two (RNAV and LOC) is the required minimum climb gradients for these two approaches. You find them at the bottom of the ...
A straight missed approach can have a combination of both straight and turning parts. The straight part is called the intermediate missed approach, while the turning part is called the final missed approach. When a straight missed approach starts a turn of more than 15°, the turning missed approach criteria applies, as stated in Part I, Section 4, Chapter 6....
The clip doesn't show it, but you must be looking at an RNAV approach chart for 20R. The ILS charts for 20R show the holding pattern in the plates. Since RNAV states "Radar Required" if the pilot doesn't get further instructions he/she should immediately ask for them.