No, fousait, that is because when root sets a user's password, it is flagged as 'ADMCHG' - changed by administrator - in /etc/security/passwd. So on next login that user has to choose his own password, because the system knows the password was not chosen by the user his/herself...
Look at the FAQ by Columb, there is a c-program in there (based on a program of mine) which you can copy/paste to a program source file on your AIX box and compile it. With that program you'll be able to set a user's password which is valid also on first login.
HTH,
p5wizard