For instance, you won't notice Moiré patterns in photos very often, but it's easy to construct a test image that demonstrates the problem. The underlying issue of sampling error hasn't gone away in the photo: it just gets lost in the background noise or among smooth-shaded surfaces without hard edges, which makes it harder to see. But maybe now and then you'll have a sharp edge in a real-world image where the effect is noticeable. Depending on how close it is to the pathological case, it might not jump out and make itself immediately obvious.
I mention Moiré patterns because these are (I believe) precisely the same effect as the given audio aliasing example. Moiré patterns aren't a form of sampling error per se, but they can be caused by uniform sampling (which is how digital quantisation typically works for both audio and images).
Why? What do you mean? What scale? What do you mean by distortion? The only only only thing sampling does is move frequencies beyond the nyquest frequency into the sampled signal by taking the signal at f, and sending it to f mod f_n where f_n is the nyquist frequency.
When audio is aliased, the high harmonics will wrap around the Nyquist frequency and come back as audible, inharmonic tones. Aliased audio really sounds quite bad, in a way that would make any listener say "oh god make that horrible noise stop".
This is probably why it's easier to recognize the effects of aliasing in video than in audio -- you're not hearing much aliased audio. Aliased video is fairly common and seen as acceptable in some contexts, while anyone who produces aliased audio is going to fix their mistake before inflicting it on listeners.
[1] https://en.wikipedia.org/wiki/Aliasing#Online_audio_example