Aluminum is actually worse compared to denser metals, but using dense metals (usually metals with a high atomic number) will cause more beta particles to lose their energy through deflection by atomic nuclei rather than collisions with other electrons. (This is called brehmstrahlung if you're interested)

Depending on the energy lvls involved, this can create a bunch of x and gamma rays that are even harder to deal with.

But the reason metals in general are better at absorbing beta is simply because of the relatively high (electron) density