In this sentence, we are using the past tense to describe two actions that occurred at the same time. The verb 'call' is in the simple past tense 'called' because it refers to a completed action that happened at a specific time in the past (11 o'clock last night). The verb 'go' is in the past continuous tense 'was going' because it describes an ongoing action that was happening at the same time as the phone call. The past continuous is often used to set the scene for another action that interrupts it, which in this case is the phone call.