Re: Naive question
It is not naive, in fact it is a very fundamental aspect the most radio courses gloss over!
Basically you have two antenna aspects: (1) "directivity gain" which is a measure of how much a beam is focused (there is no amplification), and (2) "effective aperture" which is a measure of the antenna's ability to intercept the EM flux.
As frequencies go up (generally speaking here, YMMV, etc) you get more easy focusing from a given reflector, etc, so directivity gain increases, but your effective aperture remains the same. To make calculations easier a radio link's "path loss" has a wavelength term, it is more than just inverse-square law spreading with distance, so that at constant flux and constant aperture you get the same signal even though the directivity gain increases with frequency.
So for two antenna pointing at each other, increasing the frequency would lead to a stronger signal due to the higher directivity gain, but at the expense of needing more accurate pointing. Conversely, if you keep the RF flux constant (so you get the same coverage area, same pointing error accuracy demands, etc) then increasing frequency has the opposite effect in that smaller reflectors, etc, are used to keep the directivity down, and so less aperture able to intercept the flux.