In the Zürich zone system (and that in Aargau is modelled on this), the rule is that you can use your Abo to the last stop within the area in which it is valid, and you have to pay from that stop.

So if you are travelling by fast train this means the difference you pay is greater than by stopping train, as the last stop of the stopping train may be closer to the physical edge of the zone.

For example, coming from Basel to Zürich and owning a Zone 10 ticket for Zürich, you would pay a different fare for the non-stop train than for the IR that stops in Altstetten. The one that stops in Altstetten is marginally cheaper. In reality most people wouldn't bother as the difference is minimal and you'd probably value the flexibility of chosing your train over that price difference. Most SBB people wouldn't tell you about the difference unless you ask them specifically.

However, now Aargau also has a zone system so in this particular case the question of Baden to Zürich is moot, seeing you can travel all the way from Baden to Zürich on a zone ticket (with the appropriate zones of course).

If you do not have all the zones on your Abo, you can add these zones individually. However, the Aargau zonmes are, as far as I am aware, available in abo format only and single tickets are not calculated based on the zone structure. Therefore, you could combine two abos, say a yar abo for one zone with a month abo of the next zone and use the through train. However, when combining an abo with a single ticket that doesn't work, and the SBB price calculation would take precedence over the Verkehrsverbund one.

I hope I haven't confused you.