I recently bought one of these and it came with an antenna now I've seen a number of these loose and boxed, and never saw one before with the antenna. Was this an after thought from the seller perhaps, or did they come with an antenna?
If you can find a good high res picture one of the non-antenna ones you should be able to see if there is a nub or a hole for the antenna on the back.
I have looked at the pics, and there is a hole there but I've seen ones in the box that all said 100% complete but none of them had a antenna.
Its also possible someone just took an existing antenna and stuck it on there. You used to be able to buy them at Radio Shack for $1.99. If you unscrew the antenna is there an actual wire inside to connect it to the radio parts? If not, then someone just stuck it on there. If so, I'd recomend finding one without an antenna and seeing if it has the electronics connected to where the antenna should be.