What's the ruling?

[tWVU_Fan]

This play happened about 20 years ago in my son's Babe Ruth League game.
Situation: Tie game bottom of the 7th(final inning)1 out, bases loaded. Batter hits a fly to left which is caught for out #2. Everyone in the park sees the runner from 3rd leave early and he beats the throw to the plate with the winning run. The runner from 2nd advanced to 3rd base on the throw home. The coach yells at his team to stay on the field and he calls time, goes to the mound for a conference to tell the pitcher proper mechanics for an appeal play. The pitcher gets the ball, steps back off the rubber and the runner from 3rd breaks for home, the pitcher throws the ball to the catcher and the runner is tagged out. The ump calls game over. The coach is wanting to continue and make the appeal but the ump tells him it's too late.
What is the correct ruling??