Achieving quantum-level control over electromagnetic waves, magnetisation dynamics, vibrations, and heat is invaluable for many practical applications and possible by exploiting the strong radiation-matter coupling. Most of the modern strong microwave photon-magnon coupling developments rely on the integration of metal-based microwave resonators with a magnetic material. However, it has recently been realised that all-dielectric resonators made of or containing magneto-insulating materials can operate as a standalone strongly coupled system characterised by low dissipation losses and strong local microwave field enhancement. Here, after a brief overview of recent developments in the field, I discuss examples of such dielectric resonant systems and demonstrate their ability to operate as multiresonant antennas for light, microwaves, magnons, sound, vibrations, and heat. This multiphysics behavior opens up novel opportunities for the realisation of multiresonant coupling such as, for example, photon-magnon-phonon coupling. I also propose several novel systems in which strong photon-magnon coupling in dielectric antennas and similar structures is expected to extend the capability of existing devices or may provide an entirely new functionality. Examples of such systems include novel magnetofluidic devices, high-power microwave power generators, and hybrid devices exploiting the unique properties of electrical solitons.