You may be eliminating a "ground loop" in your system when you unplug the antenna (assuming it's grounded, like an outdoor antenna or cable). This would lower the noise floor and reduce grunge in the sound. If that's the case, your system may benefit from a ground-loop isolator (like Mondial's "Magic Box" or similar gadget). Then you could keep the antenna connected without degrading the sound.
Moving you cd player away from your receiver may be reducing the amount of EMI noise your preamp is picking up and adding to the music signal. Digital components (like cd players) can put out lots of EMI... -cheers!