BE1900 Captain reported being unsure if they should complete a procedure turn for an approach.

Narrative

Just a little confusion on my part. I was cleared direct to the FAF for the approach. The crossing altitude was high. I was cleared for the approach; being cleared direct to the fix; I was a little confused as to whether I should execute the procedure turn; because of the direction I was coming from. When I went to query the controller to confirm this; he became saturated with radio calls from other aircraft. I began the turn to intercept; got established on the inbound course; began descending to intercept; but was far too high on the glide slope; to safely get stabilized while inside the FAF. The controller gave me the hand off to tower. Knowing I was going to have to execute a steep descent to intercept the glide slope; I made the decision to level off and begin the missed approach. When I contacted tower; I notified them I was going missed; they instructed me to fly the published missed and contact Center. I reestablished contact with center; flew the published missed; and got the plane set-up for my next approach. What I could have done different. Exercised my PIC (Pilot in Command) authority and executed the procedure turn based off the angle I was approaching the final approach course from; and my high crossing altitude and communicate with ATC earlier and more assertively about my concerns. How the system can be improved. Provide clear guidance in the AIM; Instrument Flying Handbook; and Instrument Procedures Hand book; about when to execute a procedure turn when cleared direct a fix. Depending on the angle you are going to intercept the course and where the fix is located on the approach one may or may not necessitate a procedure turn to get established. When cleared to a fix are you technically on a vector because you are going from a point in space direct to a fix? Are you essentially flying a self-assigned heading via GPS to that point? This is a bit of a gray area that could use some clarification. On GPS approaches this is fairly clear; especially on approaches that are constructed within a Terminal Arrival Area (TAA). On GPS approaches without a TAA and non GPS approaches; this can be a little confusing.