We do not have a way to detect this with the NMAPI. You could check to see if the signal strength changes, but this could also happen based on where the laptop is connected or even how it's oriented.
I'm not aware of any NDIS APIs to detect this, but if it's availalbe NDIS would be the component to give you this information. You might want to investigate the APIs available there.
It's also possible the manufactures don't or can't detect attena connection status. Furthermore it's possible that even if it is detectable, the manufacture decided not to expose that information.