B767 FLC FLIES THROUGH LOC WHEN APCH CLRNC NOT RECEIVED.

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ON A 280 DEG HDG TO INTERCEPT THE RWY 31R ILS FINAL. NO APCH CLRNC HAD BEEN RECEIVED AND WE KNEW OF NO CLRNC TO INTERCEPT THE FINAL APCH COURSE. WE CONTINUED ON THE HEADING THROUGH THE FINAL APCH COURSE AND ATTEMPTED TO CONTACT ATC TO DETERMINE THEIR INTENTION. AS WE COULD NOT GET A REPLY AND THERE WAS A JET ON THE FINAL TO RWY 31L; WE ELECTED TO MAKE A TURN AWAY BACK TOWARD THE RWY 31R FINAL COURSE WHILE CONTINUING TO ATTEMPT CONTACT WITH ATC. NO CONFLICT EXISTED BUT WOULD HAVE DEVELOPED IF WE HAD CONTINUED ON OUR PREVIOUS HEADING. WHEN WE WERE ABLE TO CONTACT ATC THEY CLRED US FOR THE ILS AND LANDED WITHOUT INCIDENT. BEFORE SENDING US TO TWR; BOTH THE FO AND MYSELF UNDERSTOOD THE CTLR TO SAY THAT IT WAS AN ILLEGAL APCH. AFTER LNDG I CALLED THE ATC FACILITY AND TALKED WITH THE SUPVR. IT SEEMS THAT ILLEGAL APCH WE HEARD WAS ACTUALLY; 'THAT'S A LEGAL APCH;' AND THAT THE CTLR WAS CONFUSED ABOUT OUR STATEMENT THAT WE WERE TURNING TO AVOID THE TFC. THAT WOULD BE UNDERSTANDABLE IF WE HAD MISSED THE APCH CLRNC OR IF HE HAD FORGOT TO ISSUE IT. I HAVE NO IDEA WHICH IS CORRECT.