If you're curious about the performance of your own system, the following samples contain a 30kHz and a 33kHz tone in a 24/96 WAV file, a longer version in a FLAC, some tri-tone warbles, and a normal song clip shifted up by 24kHz so that it's entirely in the ultrasonic range from 24kHz to 46kHz:
Intermod Tests:30kHz tone + 33kHz tone (24 bit / 96kHz) [5 second WAV] [30 second FLAC] 26kHz - 48kHz warbling tones (24 bit / 96kHz) [10 second WAV] 26kHz - 96kHz warbling tones (24 bit / 192kHz) [10 second WAV] Song clip shifted up by 24kHz (24 bit / 96kHz WAV) [10 second WAV]
(original version of above clip) (16 bit / 44.1kHz WAV)
Assuming your system is actually capable of full 96kHz playback, the above files should be completely silent with no audible noises, tones, whistles, clicks, or other sounds. If you hear anything, your system has a nonlinearity causing audible intermodulation of the ultrasonics. Be careful when increasing volume; running into digital or analog clipping, even soft clipping, will suddenly cause loud intermodulation tones.
In summary, it's not certain that intermodulation from ultrasonics will be audible on a given system. The added distortion could be insignificant or it could be noticable. Either way, ultrasonic content is never a benefit, and on plenty of systems it will audibly hurt fidelity. On the systems it doesn't hurt, the cost and complexity of handling ultrasonics could have been saved, or spent on improved audible range performance instead.