[BrendaAnnD]

That's the AGC action. Without an antenna, the AGC isn't in play, since all stations are weak. The radio runs in its 'full open' mode, to allow in the most signal. So, you don't see much, if any, action from the eye tube. Once you connect an antenna, the AGC starts working because of the stronger signal input. As it 'turns on', the AGC goes more negative and applies a DC voltage to the grids of one or more tubes, making them less sensitive to incoming signals. This negative DC voltage then causes your eye tube to begin to close.