"left for" + a place. ("sightseeing" isn't a place.)
"left to go" + activity expressed with an -ing word
"left to" + action that explains why the leaving occurred
left for New York, left for Italy, left for London, left for greener pastures
left to go swimming, left to go fishing, left to go jogging, left to go shopping
left to pick up the mail, left to go to work, left to get some fresh air
CJ