It would help if we knew the make and model of radio you have. Most radios have an antenna transformer; connecting an external antenna would not be a direct connection to the circuits (power supply or AC line). Some AC-DC radios have one side of the AC connected to the chassis; some have an indirect connection through a capacitor or resistor/capacitor network; the antenna should not be connected to the B+ line or the AC line. If it is, someone has made a wiring error that should be corrected immediately.
Johnnysan-
In that case, I would replace all capacitors in that radio, just to be safe.
Johnnysan-
T.