I would say, go ahead and try the exploit module :) We love exploit modules over CMD exec aux modules when possible. 

There are other ARCH_CMD exploits which use the URL to deliver the payload so it should work (maybe there are extra limitations because of the SAP environment I'm not aware of). For example, check awstats_configdir_exec.rb. 

On the other hand, it can be more difficult than the auxiliary module, that's true. If you would like, I could provide help and/or feedback if necessary while development the exploit. I guess it's exploiting NetWeaver J2EE platform, am I right? If it's the case, do you know if there is any free demo or trial publicly available I could use to test that?

Anyway if there are other difficulties which make the exploit really hard or not feasible, the cmd aux module can be accepted for sure.