Coincidently, a few days following my athlete's questions, I received a Feb 2014 article published in the American College of Sports Medicine Journal, entitled "Which Comes First? Resistance Before Aerobic Exercise or Vice Versa?". While the article is geared toward general public health, and not high-performing athletes, the article confirmed one of the general rules when it comes to programming exercise order:
"At present, there is no consensus as to which exercise sequence is more effective, sequencing recommendations are dependent on the program priorities".
In short, programming which comes first, strength training or aerobic exercise, will always depend on the priority of the current training program as it relates to your athlete's goals.
The article is 6-pages and worth a read. It's free to access, click on the link and under "Article Tools" click "PDF" to download.