Perhaps there was an internal struggle between Leland and BOB. Leland starts to make the call, but then BOB stops him, and won't reveal who is calling.
Later on, Leland becomes stronger, and goes over to the Station in person. BOB realises it would not be wise to struggle against Leland in front of Truman and Cooper. Any strange behaviour, mood swings or indecisiveness on Leland's part might arouse suspicion. So BOB allows Leland to speak at this point, albeit grudgingly.
(Of course, even later on, when Leland is dancing with a golf club, under BOB's influence, in the Hotel foyer, Truman and Coop do become suspicious about his behaviour and think that something might be wrong. So this is BOB's mistake: causing Leland to act in this mad, chaotic way!)