You don't need to call them, they just said that in case you happen to think of any questions once the interview was over. I guess, think of it more like, you are welcome to call them if you have any questions. I agree, speed dating for several hours was pretty much how mine felt too! Now, it is recommended that you send them a thank you email. I try to personalize mine a little for each of the profs I met with (mention something we discussed or whatever). But as far as your actual question, if you think of a question you wished you would have asked then you could call them, but if not don't worry about it. Not calling them will not make or break your chances of an acceptance.