If you think you can hear ultrasound, it's nearly always due to nonlinearities in your system producing non-ultrasound when you try to play it. Seriously. (You can sometimes hear above-20 if it's very loud and/or you are pressing the source against your skull. Above-40 would be completely insane.)

The extra headroom can indeed be useful for some kinds of processing, but you can safely discard it for actual listening.