Flexible fittings. First, understand the Vosians have endured a harsh world, where their exoskeleton is the only thing that stands between them and ultraviolet flares, razor flies, and countless tussles for dominance. If those antennae came off easily, they would all be missing. And this armor, being strong enough to resist tearing, can resist an atmosphere of pressure.
However, the vacuum is a far more insidious threat. Antennae need to detect odor, which is to say, hidden beneath gaps in this solid armor are openings to a fluid layer that would readily boil away into space.
The Vosians cannot maneuver around with their antennae in hard, inflexible coverings, and they cannot do without the coverings. Crude clunky joints were attempted, with poor results, until researchers recalled the eastern continent's long-suppressed Ritual of Initiation.
When bean paste is mixed with the latex of a certain tree and permitted to cure, it takes on a unique flexible, waterproof quality. Juveniles were required to contemplate their faith and purpose on a three day journey to the Land of the Dead, simulated by coating them with this substance to block eyes, antennae and other sense receptors. The substance is easy to remove using the digestive enzymes of the Bean Climber Beetle.
Where they emerge from the helmet and at each joint thereafter, the antennae are coated in bean paste. But unlike in the ritual, the exoskeleton of each segment is left untouched. (In modern times a light swabbing of tung oil imported from Earth has been added for the segmental exoskeleton - unsaturated fats exposed to oxygen help to reduce water loss through the exoskeleton, but they are not easily harvested on the Vorlan homeworld) The resulting "rubberized" antennae feel very strange and take getting used to, but they can still detect vibrations in critical components, allowing the status of systems to be checked directly.