I was devastated when aphids covered all my Asclepias curassavica that I was growing for my monarchs when I first started butterfly gardening. I could squash them by hand -- turning orange -- but what if I was destroying monarch eggs? I tried purchasing lady bugs -- but we now know that the ones purchased are not necessarily the ones that will stay. Give nature a chance -- now whenever a severe aphid infection happens, I see lots of lady bugs and dragons. It may take a little while, and it is hard to wait that little while, but then the aphid infestation is gone. Gotta love Mother Nature! (of course I am writing about organic control)
I agree, let Nature take care of the aphids. I have rarely seen a lot of aphids on any of the milkweeds in my area, possibly because they are growing "wild" and are therefor somehow better protected by Nature's own pest-control services. I have to admit, my beans and corn were absolutely infested with aphids -- until the ladybeetles moved in!
Most milkweeds are able to withstand aphids, because of their latex-laced sap, but you may want to look into what else might be luring those tiny sap-suckers to your garden.
I have several aphid coated stems on milkweed out there right now too. One responder recommends that you continue to wash them off with water or very dilute soapy water, if they bother you. I leave them alone; I have way more A syriaca than I can use anyway.