The antenna remote lead tells the car's antenna to go up and down. I'm guessing that your car's antenna doesn't do this. If you have no complaints with the how the antenna's working, then you don't need to do anything.

BTW, the empeg is the only car stereo I ever saw that did the right thing with the antenna. That is, raise it when the radio's on, otherwise keep it lowered. Every other car stereo I've ever had kept the antenna up even if I'd never moved the stereo's mode away from CD. This is no longer an issue for me, as I no longer have an antenna that goes up and down, but I really appreciated it doing the right thing. Good job guys.