Aggregated device with AirPlay @ Mountain Lion

Question

My current setup:
living room: AirPort Express connected to receiver
bedroom: Macbook Pro (late 2009) with Mountain Lion in combination with Spotify and/or iTunes
I would like to have the sound of spotify/itunes be sent simultaneously to and the optical out of my macbook and the airport express in the living. So I created an aggregated device using this support file: http://support.apple.com/kb/HT3956# - I ticked the box on both AirPlay and Built-in Output but there is no sound getting transfered to the Airport Express when both are ticked together.
If I only tick the Airplay checkbox it works perfectly in the living room and if I only tick the Built-in Ouput in it works perfectly on the macbook. But not both checkboxes combined.
Screenshots for clarification to be found here: http://imgur.com/a/K0KND#0
screenshot 1) works as intended: sound on airport express via AirPlay
screenshot 2) does not work as intended: only sound on macbook pro
screenshot 3) works as intended: sound on macbook pro via Built-in output
So any clue why the setup from screenshot 2 does not work?
I reckon this has to be a bug. Can anyone else reproduce this?

Answer 1

This is actually not a bug. To put it simply, what you want to do isn't supported. Not just by Apple, but more so by the software you're using (ie: Spotify).
By checking off both devices, you are effectively creating a single device with 4 outputs: L and R on Mac, L and R on Airplay.
This issue is in telling which audio streams to go to which output, and that level of audio routing is not something that is built into most software. Spotify will just go off of your system default, which will just route the audio to the first 2 outputs it finds (L and R on your Mac in this case).
Even if you could route the audio within Spotify itself, this wouldn't help your issue, because essentially what you're asking for is your 1 stereo audio stream to be copied to all possible outputs. This too is not a supported feature.
You may be wondering at this point "Then what good is this aggregate device option?!"
It's really designed for audio engineers that have several different audio streams and several audio devices connected to their computer. They may want to route audio streams to several different locations, which is why you'll notice that "Configure Speakers" button in your screenshot. Apps like Logic have native support for this and you can do all sorts of routing within it. Setting up an aggregate device allows me to have several pieces of hardware connected to my computer, and instead of having to switch between which one I'm using, I can use all of them at once, and chose different audio to come out of different places (ie: surround sound).
Soundflower is your best bet, as it can easily achieve what you're looking for.
Hope this helps, and if you have any Soundflower questions, let me know.