Because it depends on the atomic structure of the material the antenna is made from. When you look at the periodic table of elements, everything to the left of the zig-zag line is metallic in characteristics. Depending on the size of the atom and how many electrons are available in its outer energy level, not all of them conduct electricity or electromagnetic waves well. Nothing conducts electricity as well as gold, silver, or copper. Gold and silver are expensive, so most antennae are constructed of copper. Copper is expensive too, but not like gold and silver. Copper is so good at conducting both electricity and electromagnetic waves, it is at the top of the list as far as materials used for antenna construction. The size of the atom dictates how well electromagnetic waves can be transmitted through it, while the number of electrons available in the outer energy shell dictate what makes a better conductor of electricity than others.