Conformal coating of UHF (radio frequency) circuitry 400 - 1000 MHz
The short answer is yes, the conformal coating, or, for example, solder mask, does change things at high frequencies. For example, the plastic in the coating likely has a dielectric constant of about 4, so the capacitance between traces is increased. The characteristic impedance of transmission lines will be lower.  Resonant antennas will be de-tuned. 

You can use CAD programs to look at this, or estimate its effects using microwave formulas, or just build your circuit and measure it to see if the changes are significant in your particular case.