Why An electrically short antenna has a small radiation resistance, so the loading coil's series loss resistance competes directly with it for the transmitter's power. Efficiency is roughly radiation resistance divided by (radiation resistance + loss resistance), so any ohms burned in the coil are heat instead of radiated signal. A high ratio of reactance to resistance, which is just the coil's Q, means the coil supplies the needed reactance with minimal loss resistance.
Watch out The choice about minimizing Q has it backwards: X/R is the definition of Q, so a high ratio means a high-Q coil. Radiation angle is set by the antenna's height and geometry, not by coil losses.
Q = X/R. High-Q loading coil = low loss ohms = more watts radiated, fewer watts heating the coil.