There is no chemical bond formed.
There may be some electrolytic corrosion of the Aluminum. The corrosion products occupy more volume than the metal, so it gets tighter. Heat is your friend in that case.
Um, yeah, I was inaccurate there. It’s not a true chemical bond of aluminum to steel. But is there not some adhesion of the corrosion products to both substrates? I can think of few cases of corrosion I’ve seen, where removal to “bare metal” does not involve force / scraping / sanding. It usually doesn’t just rub off to bare metal with one’s (unaided) finger...
There is also a frictional effect too, no? That is, the surfaces become pitted, so one has to shear the corrosion products to break free. It would be somewhat similar (but not exactly so) to the effect of fine grit in the threads.
My other question is, does the penetrant actually break down the corrosion products? I would think not, but I could be wrong.