The antenna on the Japanese Tamagotchi is just for marketing. It indicates that the Kei-Tama is different from all the versions previous. The antenna makes the Kei-Tama look sort of like a cell phone. The Kei-Tama connects to a Japanese cell phone through its infrared port. When the En-Tamas where announced with web-connectivity, I thought it meant that it could connect to a PC through the PC's infrared port (some notebook PCs have them). Unfortunately, the web connection is through a 14-digit login password / logout password pair.
(Before someone asks: the Kei-Tama and the En-Tama are Japanese Tamagotchis. The Kei-Tama came out in November 2004, and the En-Tama came out in November 2005. Only the En-Tama can go to e-tamago, which is the Japanese TamaTown web site.)
Connection/Connexion V3's probably have the antenna to indicate they are different from the previous versions available outside of Japan. As I mentioned, it's marketing. You can tell at a glance that it's different. It makes you realise that your V1 or V2 is obsolete, and you must run out and buy a V3 right now. (Please don't create undue land-fill. Instead of throwing away your V1 or V2, recycle it: send your V1 or V2 to China, where it will have an antenna glued on, then sold as a V4 on e-bay.)