You don't have to do that... but that's perfectly fine as well.

The internal antenna tube approach takes a little work, running it out a hole and banding it to a T-pin on the a rear stabilizer is a quick (but less attractive) way to do it. I like the internal approach for looks, and I feel I'm less likely to catch the antenna wire on something and pull on it.

As long as the antenna is stretched out straight for most of it's length, you've got some strain relief, and it won't catch on any control surfaces or linkage, you should be fine...