I'm not convinced .aax or direct downloads are going away any time soon.
Mac users have always been able to download .aax directly from Audible website to import into iTunes or Apple Books (on desktop Mac), which then can transfer to and sync with iDevices. (Do Windows users with iDevices have a similar option??)
I have received no notification email from Audible that this is changing and there have been no changes to the support pages suggesting it will change:
see bottom of this page and
this page and
this page.
So hopefully there is nothing to worry about