John,
The original post asked "does it violate radio restrictions, federal or otherwise, using a higher gain antenna?"
The answer is "yes"
Other options? As Chris said "Before swapping antenna try changing channel, some channels work better than others. Alonso upgrade the Legacy OS to 1.52, each update since 1.3 has had better reception via a few tweaks.".
I'm not a Legacy user, but I seem to recall threads from NJHRs about improving the ground plane so the receiver in the loco gets a better signal. (I know, another thread discusses that it's really not a ground plane)
I've also read about improving the receive antenna in the loco, although I admit, that isn't easy to do in a fixed space moving object.
The fact that the antenna is removable may be an attempt on Lionel's part to allow you to run an extension wire to put the antenna in a better location, although extending the antenna may lose what is gained because of losses in the extension wire.
So, bottom line - it's illegal, but as I said, so is speeding, talking on a cell phone while driving, etc...
You may not see a black helicopter hovering over the house, but if someone in the area gets interference, a complaint to the FCC might bring a knock on your door. (Then again, you might win the lottery)
Ed
Oh, by the way, 2.4 GHZ routers all come with the same FCC Statement. Just because they sell something doesn't make it legal in all applications!