It's untrue that there was a rope tied around the high priest's leg. There is no scripture that verifies this.
The only source that mentions this is the Zohar, which is a 13th century AD Jewish mystical text, that is considered unreliable historically.
No mention of this is in the Bible, the Dead Sea Scrolls, the Talmud or the Mishnah (which record Jewish oral traditions).
God gave instructions on exactly what the high priest should wear when he entered the Holy of Holies in the Bible. There is only one day a year that he entered. This day is the Day of Atonement. On that day, the high priest was to wear linen undergarments, a linen tunic, a linen sash, and a linen turban (Leviticus 16:4).
These garments are white and symbolize purity and humility.
There is no instruction about a rope. If God wanted the high priest to wear a rope, He would have said so in the Bible. God is very specific on what the high priest should wear - everything he wears has a purpose and meaning. A rope is not included.
If the high priest sinned while performing his duties and died in the Holy of Holies, God does not need anyone to pull him out. God would have been able to strike him and throw out his body Himself. Nothing is impossible with Him!
The confusion of this might come from the other garments God instructed the high priest to wear in the Holy Place. In Exodus 28, God instructed the high priest to wear a breastpiece, an ephod, a robe with bells, etc. (Exodus 28:4). These more ornate and beautiful garments were for priestly service in the Holy Place, which is the first inner room in the Temple (containing the golden lampstand, table of showbread, and altar of incense). But the Holy of Holies, the innermost room which only the high priest enters once a year, contained the ark of the covenant. The Spirit of God sat on the mercy seat on the ark of the covenant.
The Holy of Holies was separated from the Holy Place by a thick veil. No one could enter the Holy of Holies except for the high priest, who entered only on the Day of Atonement.
The high priest only wore white linen garments when entering the Holy of Holies; he did not put on the ornate garments with the bells. The high priest wore linen garments to make atonement with the blood of animals for himself and the people of Israel once a year.
When Jesus atoned for our sins on the cross, the veil between the Holy Place and Holy of Holies was torn in two (Matthew 27:51). Because God the Son entered Holy of Holies and sacrificed Himself for our sins using His own blood, His sacrifice was sufficient once and for all (Hebrews 9:6-12).
For anyone who believes in Jesus and follows Him, he can also enter the Holy of Holies through the blood of Jesus, who washes away our sins and makes us right with God. So there is no longer a separation between God and those who believe.