Question for gurus on 430 and OBS function for miss approach

[Bavafa]

I know the missed approach can be executed by pressing the OBS button once arrived at the MAP, however there are occasions that when I press it prior to arriving at the MAP, I get a message that "approach is not loaded" whereas I know for sure the approach has been loaded. This does not happen at every airport/approach so, wondering what is the difference on those GPS approaches that causes such message. An example is KPVF if you like to try it on the simulator