former brain scientist weighing in here. the brain seems to do some operations which resemble Fourier transforms. We also use logrithmic scaling. Combine those two and you get a lot of the harmonics.

So yes, you ask a good question, but in fact there is some knowledge of the hardware which supports the empirical observations of musicians and composers.

and yes, music is still a mystery. There is a lot more going on than scale, pitch, and harmonics.