Official comment
The aggregator tool would only be necessary when you are using mac OS X.
The aggregator tool is nothing more than a small piece of software that creates a virtual device that aggregates all the audio outputs of several physical devices in 1 new, virtual device: "Pioneer CDJ/XDJ".
• Pioneer CDJ-2000 (connected USB 1) has 2 output channels: Front left & Front right
• Pioneer CDJ-2000 (connected USB 2) has 2 output channels: Front left & Front right
When creating an aggregated device you will have:
• Pioneer CDJ/XDJ (virtual device - no actual physical device) with 4 output channels: Front left, Front right, Front left, Front Right
The reason that this is necessary in OS X environment is because OS X can't output audio to more than 1 audio device at the same time. You can only select 1 device simultaneously as output device. The aggregator tool creates a virtual device that is manageable by OS X. You select this 1 virtual device, who will output to multiple physical devices.
It's important to understand that:
• the usage of Thunderbolt to USB converters are great for general USB devices like mouses, keyboards, HDD's etc. But for the aggregator tool it can be another non-reliable part in the chain.