@PeterC10: Hmm, good question: I always just press L2+R1 like a maniac in order to get it to the highest attacking level so I really don't know whether the intermediate level (orange) has any palpable effect.
About the effects of Aggression on CBs who go up for corners, on my PES5 ML, for example, Libermann and Jaric are the two CBs. The former is much taller than the other, has better Heading Acc. and worse Aggression (and worse Attack too). On corners/free kicks, whilst on a red attacking level (the highest), Libermann is the one that always goes forward, while Jaric stays at the back, with Ruskin the LB a bit less deep than him. I've just played a game in which Stremer played instead of Jaric and the same thing happened: Libermann up, Stremer at the back.
@MafiaMurderBag: At least one of the CBs always went up for corners on PES3 and I believe up until PES4/5, one didn't even have to manually change anything. Our notable retro-PES historian Professor
@slamsoze shall correct me if I'm wrong, but attacking corners were reformulated after PES4 because the way teams explored this particular moment left them very vulnerable to counter-attacks. In typical Konami fashion, instead of solving this issue with better player positioning, they eliminated all the good work they had done on this regard and made teams adopt a super-conservative formation on attacking corners/free kicks, hence why you say you only see few players on the box regularly.
I did an interesting thing on my loong PES08 PS2 ML: created two alternate formations to be triggered manually (L2+Triangle/Circle/etc.): one for attacking set pieces and the other for defensive ones. Instead of messing around with att/def mentality, I'd just trigger these formations before the set piece et voilà, I got both CBs up for corners. However, soon I'd realize the Defensive one was useless because the lowest of the team mentality settings (light blue) actually brings almost everyone in our own box to defend the set piece, including, for example, my two strikers.