Mikael,
This type of corrosion is called galvanic corrosion. It occurs when 2 dissimilar metals are present in a conductive solution, like your cooling system. Its a chemical reaction which occurs regardless if the battery is connected or not. As mentioned one method to prevent it is to put in a sacrificial anode, i.e. zinc, which will corrode instead of the aluminum. Another method is to make your coolant system less conductive e.g. use distilled or de-ionized water instead of tap water.
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