The ALX file is pretty simplistic; it doesn't contain anything really interesting except for a version number field that needs to match what the JDE codes into the COD file. And that comes out of the JDP file. While I agree that RIM should make this stuff "automatable" such that Ant or some other Make-like utility can do this without human intervention, you may have to wait for it (the signing portion was non-scriptable until JDE 4.3, I think).
You could write a simple J2SE app (or C++, if you want the practice) that reads the JDP file and creates an ALX file, and include that as a build step.
Karl G. Kowalski
Owns a RAZR
Develops for BlackBerry
So next phone will be........an iPhone 3G!