Things that need to stay very secure, but also quickly detach when needed, are usually attached with explosive bolts. Much simpler and far more reliable than other means.
They protect the antennae during re-entry, otherwise they'd probably melt in the heat. If you read carefully you'll see that it's the antenna covers that explode, not necessarily the antennae themselves.
A basic quarter wave VHF antenna is about a foot and a half long (assuming this is the type of antenna used). A foot and a half long piece of wire can't be hanging off of a capsule coming through the atmosphere without burning off, as others have stated. It would need to be protected for re-entry.
When it comes time to use it after the capsule lands, it can't be enclosed within a metal capsule which would undoubtedly act as a Faraday shield preventing the RF from getting outside. So the protection has to come off.
They don't want them to stay closed should they be covered by a tree branch or clump of Siberian mud. The explosive opening breaks metal bolt holding the plate on, bolts strong enough to prevent any accidental opening during landing/crashing. And, no explosives means no moving parts to get stuck.
