Yes, traditionally the second-place finisher calls the winner after each race.
Just like in football, the losing QB is expected to make a good effort to seek out the winning QB and at least try to say something nice/neutral to him.
It’s not a big deal, yet — again, just like in football — if the tradition isn’t followed, the loser looks petty and he gets talked about badly for a day or two, or longer.
Does Newt need that?
He could have called and said anything he wanted to Romney, but at least have made the call and acknowledged that Romney won. Tell him “see you in the next state” or whatever.