Answer
It was used in the 1800s. But making the Sodium, electrolytic is as difficult as Aluminum so there would be no advantage. Magnesium is close to Aluminum’s electronegativity so reaction wouldn't be complete.
Although Sodium is more electropositive Magnesium, the affinity for Oxygen is higher for MgO than NaOH. Youtube basis for making Sodium from Magnesium.
Magnesium Oxide can be reduced with Carbon however it depends on Magnesium's low boiling point for separation. Not an option for Aluminum.
Direct plating with the AlCl3 is another possibility. And Aluminum can be reduced by solutions of free electrons.
Work Step by Step
Same as above