Accurate dynamics models are critical for aerial manipulators operating under complex tasks such as payload transport. However, modeling these systems remains fundamentally challenging due to strong quadrotor-manipulator coupling, delayed aerodynamic interactions, and regime-dependent dynamics variations arising from payload changes and manipulator reconfiguration. These effects produce residual dynamics that are simultaneously cross-coupled, history-dependent, and nonstationary, causing both analytical models and purely offline learned models to degrade during deployment. To address these challenges, we propose a structured encoder-decoder framework for adaptive residual dynamics learning in aerial manipulators. The proposed nonlinear latent encoder captures cross-variable coupling and temporal dependencies from state-input histories, while a lightweight linear latent decoder enables online adaptation under regime-dependent nonstationary dynamics. The linear-in-parameter decoder structure permits closed-form Bayesian adaptation together with consistency-driven covariance inflation, enabling rapid and stable adaptation to both transient and slowly varying dynamics changes while remaining compatible with real-time model predictive control (MPC). Experimental results on a real aerial manipulation platform demonstrate improved residual prediction accuracy, faster adaptation under changing operating conditions, and enhanced MPC-based trajectory tracking performance. These results highlight the importance of jointly modeling coupled temporal dynamics and deployment-time nonstationarity for reliable aerial manipulation.