Yes, there should be an antenna. Typically, it's a ferrite rod like the one in the picture that you showed.
I've seen this before. There might be two models that look identical, but one has the radio receiver and the other doesn't. They could even have the same LCD - which has specific segments for the atomic clock function, but the receiver just isn't in one version. You might be able to see where the receiver connects to the main board.
Ed