Resamplers these days take advance of our faster computers to use near-brickwall filters, like a 1024-point windowed sinc. With this, you can create a steep filter from 20-22 kHz with better than -100 dBr attenuation beyond the Nyquist frequency. This is enough to stop worrying about the aliasing caused by the bandpass filter.

I've never heard of what newaccoutnas is talking about, but I guess if a high-frequency sound is ridiculously loud, the energy could be absorbed somewhere in the cochlea. I've only heard of experiments of subsonic hearing damage, not supersonic.