Wow, and even partly German, thanks! Unfortunately, it doesn't solve my problem because
a) I still cannot control the volume of the aggregate device with the keyboard, which was the main reason why I wanted to use the integrated audio out in the first place (audio pros are probably laughing at me for this), and
b) Cubase SX freezes when I select the aggregate device as ASIO driver (it's Cubase SX v1, can't afford an upgrade).
At least now I know how the audio tab of the Audio-MIDI-Configuration utility can be brought to use.
Thanks again!