Adam, though it does take a bit more time and effort, you will very likely get a much better conversion to B&W after the fact in your software of choice than what you can achieve in the camera.

If you want to limit the effort in Aperture, you could shoot in camera as JPEG. That way you will get exactly what you saw on the back of your camera LCD. Of course you’ve lost lots of flexibility by doing that (I’ll let someone else go into the benefits of converting color to B&W).
You could also shoot RAW+JPEG and then import that way. You get the best of both worlds that way but you’ll end up using more disk space.
Or, you just shoot in RAW and do all the post processing (with much more control) in Aperture or SFX Pro. You can create presets with B&W and apply them on import if you like.

Personally I prefer to have the flexibility and just shoot RAW. I can comfortably create a better image in Aperture than my camera will IMO. Does this then render the picture modes of the camera useless??? No. If I think I’ll later convert to B&W at the time of shooting, I will change the picture mode. That way when I chimp at the photos I’ve taken it helps me to ‘visualize’ in grayscale (if that makes sense).

CR2 is Canon’s native RAW format. What you’re seeing in Finder is the embedded JPEG preview. Aperture is ignoring the preview and showing just the RAW file. You might want to try opening the file in Photoshop also to see if the same thing happens.

Aperture is a third party RAW processing software and uses their own engine for rendering RAW image data. (Same goes for all third party RAW converters … Lightroom/ACR/C1 etc.) …

The ability to “capture” in-camera is a result of the embedded camera firmware set by the manufacturer … this software is proprietary to the camera maker which third party developers are not privy to and/or are not allowed to access legally and use those instructions in their software development … this also applies to many if not all other in- camera image processing like contrast, saturation, D-lighting, etc. … if you open the image in the camera maker’s software it can read these special instructions and render accordingly because it is in sync with the camera software instructions written to the image file.

So when you open the image in Aperture, the software is ignoring these settings and treating it as a truly RAW image and applying the default rendering based upon the Apple RAW engine and any preferences you may have applied as default …