I have had that experience certainly.
I have cheated on myself. Purchased hirez recordings done with modern digital gear. Checked to see it has something above 20 khz. Then digitally filtered out everything below 20 khz. Play the result and heard complete silence. My speakers go to 28 khz, and a test mic showed at least some response actually making it into the room. To my hearing through my ear....nope, nothing. Even more clearly when I generated high frequency test tones so I can be more certain something steady is there to be heard. And I hear....nothing. These wonderful qualities of hirez formats sure are hard to actually find.