Bad WiFi reception when using external screen
I may have an answer for you.

The AirPort card in this model is located at about where the play/pause and volume buttons  are and the antennas are built into the display. When you close the lid, the antennas are being pointed sideways instead of up. 

Not only that, but now you've added an extra layer of glass and aluminum to block the radio waves being transmitted from your AirPort card to your AirPort Extreme. This is probably what's causing the issue.

There's not really a fix for this, as it's how the MacBook Pro was designed. 

A workaround, however, would be to leave your MacBook Pro lid open when connected to your display. If you prefer your main screen to be the external display, you can change which display is primary. There are some pretty good instructions out there that explain how to do this.