The subordinate verb 'leave' is NOT in the Past Simple, of course! It is, as it should be, in the Past Perfect Simple. The COMPLETE, UNSIMPLIFIED sentence reads:
"He went out after he had made a few calls and had left a message to his wife."
But in the second Past Perfect Simple, the auxiliary 'had' was dropped… for the sake of simplification: never forget that the main law in English – as in any other language, probably – is The Law of Least Effort! So, why repeat the auxiliary?!
The only problem is that this tendency to simplify makes sentences look as if they do not follow the rules that we have so painstakingly learnt!
My advice to any learner, I am one too, is always to go back to the full, unsimplified sentence, where the rules apply.