They can. There are many routers available without external antenna.
However, it’s a use case thing. The external antenna is a bit better, and is adjustable to help you get the most out of your router, which is something you’re going to set up in a corner somewhere and leave. It’s not a big deal if it’s got some extra limbs sticking off of it.
You’re phone on the other hand, has to be small, compact, and able to fit into a pocket. No one would buy a phone with an external antenna, even if it did improve performance.
Latest Answers