Dan Burkholder in his book on digital negatives says that he heard "from a reliable source" that the reason they were mounted on aluminum is that Penn coated, printed and developed his platinum omages multiple times, with different contrast sensitizers for each layer. The reasoning behind this, I suppose, would be to use a low contrast sensitizer to print the nice delicate highlights, then follow with a high contrast sensitizer to give the shadow areas some punch and additional contrast. The aluminum substrate was to ensure that there would be minimal shrinkage between printing and drying cycles. He was in effect doing something similar to split filter printing with VC paper.
This is more or less the process I use when I do my gum-over-platinum prints, with the additional benefit of being able to choose pretty much any print tone I want. I think aluminum might be a little overkill. I just pre-shrink my paper before I do my first platinum layer, and I have very few problems getting the gum coat (or coats) to register properly. Multi-coat gum printers have been dealing with the problem of substrate shrinkage for over a 100 years and it really is not that hard to handle.