I think it is not a good place to live in the compost.
Besides it depends from when you are going to use that compost.

During the developing of the compost the temperature rise, cause of the
fermentation and perhaps you could have some hard-boiled eggs :-)
Besides when perhaps the little nymphes get out they will find a not
good environment for their life and you know the most of the aphids live
on a a leaf, or the stem of a plant. What could they do in the humid
compost? ...probably they will die because the humidity promotes fungi
infections on their bodies.
I hope this will help,