This is what I heard back when I did this. It might have been patched, though, or the USKP might fix it - OTOH, I don't think the OP has said what platform he/she is on.
@ the OP: YOu might need to do several radiant quests for the brothers before they ask you to cure them. If you haven't gotten the Purity quest from Vilkas or Farkas, it's a good idea to always keep a save from before you asked them, until you know the curing has worked. As for the dropping thing, these heads have always been bugged with a tendency to remain in your inventory forever and ever, so I wouldn't be surprised if they are screwed up when it comes to dropping them, too. And if you're carrying four heads, then you're carrying one more than you need since Aela won't be cured.
My first character cured herself at the same time as Vilkas (she had already cured Farkas). He was most definitely in the room since he helped her fight the wolf spirit, and afterwards discovered that she wore an amulet of Mara... It was very romantic, really.
Edit: Sorry, didn't read carefully enough!