I have 4 different scopes in the lab here and none of them have an "AUX" input. What model scope is it. Is the connector in the analog-input section or the trigger section?
Auxiliary Trigger is the trigger source most often used in digital design and
repair. For example, you might want to trigger with an external clock or with a
signal from another part of the circuit. To use the auxiliary trigger, connect the
external triggering signal to the Auxiliary Trigger input connector on the logic
scope rear panel.
I don't have one of those scope, so I can't say for certain. However, since that series of scopes uses "VPI"probes, the AUX input may be there to allow you to connect an input without using a probe.
The quoted manual clause is clear in this respect, isn't it? Basically aux is an option to use an external trigger without needing a free input channel.