I cut aluminium dry all the time with just blown air and the odd squirt of WD40 and it's not a problem for me. I have mist and flood but both are messy. Flood obviously sprays every where and mist can be fumey depending on whats used. I only use them when finish is important but mostly I cut with just blown air.

What grade aluminium are you using because looking at those pics and the way it's grabbed and furred up it looks very much like the soft shity 1020 stuff you find in thinner sheets.
The grade of aluminium makes a massive difference and this soft stuff is like milling cheese strings and will defiantly need coolant.!

What size cutter, feeds/speeds and DOC are you using.?