Because RF is alternating current, not direct current, and constantly changing, and that change is linked by the speed of light's constant velocity to its dimensions.
A good start on understanding this can be found here at the Wikipedia article on "Antenna".
https://en.wikipedia.org/wiki/Antenna_(radio)The math that underlies it are Maxwell's equations. An antenna is much like a musical instrument, it performs a similar function. They can be simple or quite complex in how they work.
But to get to the gist of what you were asking, yes, it is better to have a circuit in that situation sometimes in that it decopled the antenna from the feedline, reducing noise. This is often done with a transformer of various kinds. Just as some antennas are loops, which are smaller than a full wavelength, a transformer used in this setting has a frequency response which is delineated somewhat by the length of wire it contains. Smaller is better, there is a sweet spot for a wide band transformer (assuming the antenna is only resonant on a few frequencies) when its not resonant, there is more loss. But if the system is designed well the antenna can still function quite well. Sometimes resonance is not what you want.
A transformer ensures that there is a circuit or at least that the currents on the two conductors are balanced. A dipole antenna works best if care is taken to couple the transmission line to it properly. A coax cable is inherently unbalanced, a 'balun' acts to decouple the antenna from the transmission line. let me try to find a good reference on the different kinds of baluns and why they are so useful.
http://www.arrl.org/files/file/History/History%20of%20QST%20Volume%201%20-%20Technology/AntComp1-Lewallen(1).pdfIn my own experience, an antenna with a balun often exhibits a markedly better (quieter, smoother) receive response than one without one.
If you are transmitting, the difference between a well designed antenna and a badly designed one can be huge. if the antenna is designed properly a good percentage of that energy is "transmitted" outward to the rest of the universe, and likewise, a higher percentage of the energy at that frequency which arrives in the capture area of the antenna is transmitted to the receivers input terminal..