If the UI has “the request for data”, then you are talking about queries which you should target towards the Query Model.
This is a distinctly separate concern from your Aggregates, which are the Command Model within your application.
Nothing within the framework withholds you from ingesting events from multiple different Aggregate instances to group them into a Query Model directly solving this exact issue.
If you however require dedicated associations between your Aggregates, you will have to imply some process to achieve these links.
This could be done through a Saga, but I don’t think that’s necessary “just” to create links.
A regular Event Handling Class which is aware how to actively tell Aggregate X that it’s associated to Aggregate Y makes sense.
On an even higher level you can try to figure out whether these Aggregates are in essence Entities which reside under a larger Aggregate Root.
Whether this is the case highly depends on your domain and application of course.
Hope this sheds some light on your situation.
If not, a more direct connection can be laid with AxonIQ to support you with design issue you might have.
We provide a Proof of Concept service for example, where any such issue can be discussed in far more detail than through this forum.