I was also wondering the initiation temperature for thermite, and if any catalysts could lower the activation energy. I dont think that the melting of Al is what begins the reaction, rather the Al begins to melt at a lower energy level that is needed to begin it's reaction with Fe2O3, magnetite or what have you.
If this is right, you could very well have melted Al without the reaction begining. As a fan of Occam's Razor, I choose to accept this simpler explanation rather than that of you friend's. Any criticism or feedback is, of course, appreciated.