Aluminum is pretty pricey. MDF or plywood is stable, and cheap.
Also, and through cuts will end up cutting into the material below. You’d want a “spoil board” which you can easily replace when it becomes trashed, and it will hopefully be softer than the material you are cutting so through cuts will not be higher stress than the cuts you are making.
If you want to make a grid of holes, to tap for screws or to put clamps through, you can use the CNC, but you’ll probably want a few outside where the CNC can reach, since that’s a great place to put clamps. Also, keep in mind that it’s pretty neat to watch the CNC make it’s own spoil board, but it’s several times faster to just have the CNC make some starting holes in the right places, and finish the holes up with a drill and Forstner bit. If you want to make oblong holes for F-clamps, then the CNC would be the right tool.