Aphids on Milkweed
All Milkweed are prone to aphids – it is just part of what you deal with.
You can use natural pesticides late in the evenings, but even better use Palmolive dish washing liquid.
Do not use the newer versions of this or other brands, but instead just use the old green variety, because the ‘surfactants’ it contains will not harm the plant or the pollinators coming to feed.
In agriculture, surfactants (short for “surface-acting agents”) help farmers use herbicides and pesticides more efficiently by making applications stick to the plants.

This dish washing liquid will serve as a pesticide to aphids and other sucking insects. (I also use it on the beetles on my tomatoes.)
You can also just spray the aphids off with the hose but they tend to come back when handled this way.
Use 2 Tablespoons of this soap in a Windex sized spray bottle and gently slosh around to mix, then spray.