Welcome to the site, Christian!
The initial assumption in your question, saying you "understand why the effective area of an antenna is related to the wavelength", is not strictly correct. For aperture-style antennas that are many wavelengths in size (e.g. parabolic dishes, horns) the effective aperture is roughly equal to the physical aperture size, and doesn't vary with frequency or wavelength. With that understanding, the gain of a given antenna being inversely proportional to wavelength should make sense.
I believe the source of your confusion about aperture comes at the small antenna end of the scale. For example, dipoles made of thin metallic elements have an effective aperture that is much greater than their actual physical area (if they are carefully tuned and matched). For small antennas, their theoretical or measured directivity or gain should be used as the basis for calculations.