This is a bug that will be fixed in the next version, thanks for reporting!
This is already possible using the BeatBuddy on version 4.1.6, turn on the Song Select setting in MIDI out settings (Main Pedal > MIDI settings > MIDI Out > Song Select)
The BeatBuddy sends the same song select message that would open that song on the BeatBuddy itself
Read up more in the BeatBuddy Manual
Then, on the Aeros, you would set the Song Select song setting to the same MSB and PC commands that the BB is sending, that way when you open that song on the BeatBuddy the BB sends the command and that opens the song on the Aeros.
Thanks for reporting
We will be working on this bug in the next release!