Does an antenna violate the principal of a circuit having a return path?
Antennas do have return paths.  A normal dipole, for example, has two feed lines.  Current flows out one while returning on the other.

Other antennas may appear to be single ended, but there is always a return path somewhere in the larger system if you look closely.  Usually the other side of the RF voltage output is connected to ground or a ground plane.

Sometimes that "ground" isn't really ground, just some other large conductor.  A good example is a walkie-talkie with a whip antenna.  The antenna is fed at one end with no obvious second connection.  In this case the chassis or ground plane of the circuitry is the other conductor.  This other conductor and the antenna resonate together to cause energy to be radiated into space.  Put another way, the whole device is really part of the antenna system, and is being fed from inside.  In some cases, the device may have been designed assuming you'll be holding it in your hand and you become part of the antenna system.

Show us a antenna that you think has only one connection and we should be able to show you the second implicit or less obvious connection.