The distortions are not present in the source. They occur because the speaker is a physical device subject to physical limitations and can't perfectly reproduce

The distortions are not present in the source. They occur because the speaker is a physical device subject to physical limitations and can't perfectly reproduce the waveform. In the process of trying to reproduce the ultrasonic signal, the speaker can produce audible distortions. If the ultrasonic signal is not there to begin with, then it can't possibly cause distortion.