Not only that, filtering above the audible range is a feature. Ultrasound can give audible artifacts, for example intermodulation between close tones. And all sorts of high frequency noise exists even from the equipment itself. (This is just one reason 96 kHz material doesn't make sense for the consumer. Any good playback chain would filter it out.)
Digital sampling can capture 20 kilohertz just fine. An analog recording pathway isn't really going to capture much more information than a digital one.