The reason is because the HF antenna is actually mechanically tuned to the wavelength selected. Well actually it is a quarter of that wavelength.
There is a device called a coupler that uses wafers of dielectric plates that are meshed with an electric actuator. These can be found in places like the leading edge of the fin or a wing. I'm not familiar with the Challenger so I don't know where the coupler is on that one.
These dielectric wafers make up the other end of a part of the airframe structure which are terminated in a notch at the other end. The airframe becomes part of the antenna. The tone that you hear when selecting a new frequency and keying the mic for the first time is to give you confirmation that the coupler has received the frequency change and is mechanically tuning your antenna, which is why it takes a few seconds.
Hope that explains it clearly enough!