I believe there is some merit in the concept of heating the fluid....especially in cold climate in the winter..like Canada and other locations. Generally you are concerned about the fluid getting too hot, but I would assume that dealing with severe cold for extended periods might not be so good either.
That's what I go off of. I figure if it goes through the aux cooler first, it will then go through the heat exchanger (in the radiator) which, in cold weather, will heat the fluid to a good operating temp (180-200* F). In hot weather, depending on how much heat the fluid loses in the aux cooler, the heat exchanger will either warm it back up slightly, or further cool it to get down to the safe operating temp.
Where I live we can get winters in sub zero temps and summers in triple digits, so I think having the fluid go from the tranny through the aux cooler and then through the radiator is the best bet.