I think they're a reference to the kind of Rubber-Forehead Aliens you would have seen in the comic books they are parodying. All aliens are human with a tiny feature to distinguish them, in the case of the Lesbians this is antennae.
Megan Gedris: The antennae are multi-purpose. They express emotion, sense things, signal the mothership, open jars. Theyíre basically like Batmanís utility belt. Iím pretty sure the antennae have shark repellent properties.