Steel does that too, at least to some degree. Aluminum is supposedly far worse for it though, and where steel glows as it gets hotter, aluminum doesn't--it apparently just develops a kind of sheen that you have to watch for.
I haven't tried aluminum yet, but among things I've read and/or been told are that it has a lower melting point than steel but is a much better conductor of heat so it is harder to get the heat just where you want it without overheating the work piece. If you don't handle this right you'll either cause the rest of the work piece to warp or else just blow through (or both). Also, steel turns straw-coloured, then glows red-orange-white, as you get it hotter; aluminum does not glow this way. It just kind of gets a different look--kind of a "sheen", as I've heard it described. It's not so obvious a change and you need more experience to be able to catch it every time.
I hope to figure it out at some point. I've still got lots to learn on just regular old steel first though.
Torben