This mean that at LAX; perhaps due to customs or other security restrictions - the airline cannot accept baggage to be delivered directly to/from passengers (at the gate) and it has to go through customs/clearance.
So you'll have to check it in and surrender the stroller at the check-in; and if arriving at LAX receive it at customs.
I would highly recommend getting it wrapped with plastic as (from personal experience) strollers have many extremities that can easily be popped off/removed/broken during the rigours of flight.
I have seen this happen before (not at LAX and not with Aeroflot). Normally if a flight is full the gate agent will ask passengers to volunteer to have their carryons put in the cargo hold (as there may not be enough room in the cabin).
Some people also volunteer their bags for this service just to avoid having to lug them around. I was such a person - I had two bags and only needed one during the flight and I approached the staff at the counter; here is what I was told:
"Sorry sir, we are not authorized to accept baggage
airside; you can ask the cabin crew to store your luggage in a
different bin away from your seat."
Sometimes, this may be due to the unique way airports are operated - the ground handling staff for this flight may not be allowed to offload at airside (or be allowed on the jetway) or ... any number of reasons.
You can ask Aeroflot for the reason but other than to satisfy your curiousity; but if you want to have a temporary stroller in the terminal, it might be better to ask at LAX if there is such a service.