Why limit commands and events to one aggregate? CQ

Please explain why modifying many aggregates at the same time is a bad idea when doing CQRS, ES and DDD. Is there any situations where it still could be ok?

Take for example a command such as PurgeAllCompletedTodos. I want this command to lead to one event that update the state of each completed Todo-aggregate by setting IsActive to false.

Why is this not good?

One reason I could think of:

When updating the domain state it's probably good to limit the transaction to a well defined part of the entire state so that only this part need to be write locked during the update. Doing so would allow many writes on different aggregates in parallell which could boost performance in some extremely heavy scenarios.

The response of the question lie in the meaning of "aggregate".

As first thing I would say that you are not modifying 'n' aggregates, but you are modifying 'n' entities.

An aggregate contains more-than-one entity and it is just a transaction concept, the aggregate (pattern) is used when you need to modify the state of more than one entity in your application transactionally (all are modified or none).

Now, why you would modify more than one aggregate with one command?

If you feel this needs, before doing anything else check your aggregate boundaries to see if you can modify it to remove the needs to 1 command -> 'n' aggregate.

An aggregate can contains a lot of entities of the same type, so for your command PurgeAllCompletedTodos, you could also think about expand the transaction boundary from a single Todo to an aggregate UserTodosAggregate that contains all the user todos, and let it manage all the commands for the todos of a single user.
In this way you can modify all the todos of a user in a single transaction.

If this still doesn't solve your problem because, let's say that is needed to purge all completed todos of each user in the application, you will still need to send a command to 'n' aggregates, the aggregate boundary doesn't help, so we can think of having an AllApplicationTodosAggregate that manage the command.
Probably this isn't the best solution, because as you said it that command would block ALL the todos of the application, but, always check if it can be a good trade off (this part of the blocking is explained very well in both Blue Book and Red Book of DDD).

What if I need to modify some entities and can't have them in a single aggregate?

With the previous said, a command that modify more than one aggregate is bad because of transactions. What if you modify 3 aggregate, the first is good, and then the server is shut down?

In this case what you are doing is having a lot of single modification that needs to be managed to prevent inconsistency of the system. It can be done using a process manager, whom responsabilities are modify all the aggregates sending them the right command and manage failures if they happen.

An aggregate still receive it's own command, but the process manager is in charge to send them in a way it knows (one at time, all in parallel, 5 per time, what-do-you-want)
So you can have a strategy to manage the failure between two transaction, and make decision like: "if something fail, roll back all the modification done untill now" (sending a rollback command to each aggregate), or "if an operation fail repeat it 3 times each 30 minutes and if doens't work then rollback", "if something fail create a notification for the system admin".

(sorry for the long post, at least hope it helps)