Why are wifi antennas covered in plastic?
I believe the main reason is ESD protection. Many of these antennas are connected directly to RF chips which are quite ESD sensitive. This is especially true of the GPS antennas. For radio antennas (FM/AM) it is much less of an issue, so there are plenty of bare antennas.

The other two reasons are structural support and protection against detuning. While encasing the antenna in plastic does change the resonant frequency a bit, the antenna is designed together with the cover. The resultant antenna is less vulnerable to detuning (ie someone touching it, etc) than the bare wire.