When multiple LLM agents solve the same problem, standard practice compresses each agent's reasoning into a majority vote or layered synthesis, treating agreement as the finish line. We show this is unnecessarily lossy: an LLM aggregator that reads complete reasoning traces recovers correct solutions even when agents unanimously agree, with beneficial corrections consistently outweighing harmful ones -- the \emph{aggregation paradox}. Majority voting has a ceiling that perturbation diversity does not raise (error correlations are identical); the aggregator's gain comes from trace-level complementarity, assembling correct intermediate steps from minority chains that voting discards. These findings motivate Self-Consistent Mixture of Agents which generates trace diversity through semantic-preserving input perturbations, safeguards the majority via anchored refinement with provable non-degradation guarantees, and always synthesizes -- never gates on consensus. A single model with perturbation-induced trace variation outperforms heterogeneous model pools across structured reasoning, PhD-level science, competition mathematics, and competitive programming. The unit of aggregation should be the reasoning trace, not the answer.