I think that most people (not teenagers) cannot hear past 15 kHz, especially with other sounds playing. This is reproducible at standard sampling rates you mention.

Harmonics are integer multiples of frequencies. Harmonics of an ultrasonic signal are even more ultrasonic. If there's any aliasing, those harmonics might map back to audible frequencies. However, no matter how cheap a speaker is, no aliasing happens. Perhaps there's another reason why an ultrasonic waveform might be audible when played through a cheap speaker, but not because of harmonics, right?