Dipole antenna VS. coil for RF transmission or recieving
Take a look at this picture of a dipole antenna: -



Both electric AND magnetic fields are produced by the antenna.

Magnetic fields are produced by straight wires with current flowing in them i.e. the wire doesn't need to be wound into a coil to produce magnetism.

Now, the physics (well, a bit of it): - 

Space has an impedance of approximately 377 ohms and an antenna has to produce an E field in the right proportion to the H (magnetic) field to maximize convsersion of electrical energy flowing to the antenna into EM power.

The ratio of E field to H field is 377 ohms so trying to produce a bigger H field than is necessary is a waste of time because the impedance will be wrong. See this wiki article for extra reading.