triangle wave, really? where does that even come from?
this is just saying the same thing in a trick question. a triangle signal can be expressed as a series of sine waves, some of which will reach pretty high frequencies to perfectly represent the pointy part. if that frequency is bigger than 1/2 of the sample rate, Nyquist theorem is simply not followed. so you're really asking something like, can you encode 30khz with a 20khz band limiting? and of course the answer is no.
now will it make any difference in what you would hear? that's unlikely because the headphone and your ear will both low pass/band limit the signal anyway. which one will do it sooner depends on ears and gears. but as long as the file does band limiting at a higher frequency, we won't notice.
also you need to keep a clear view of what you're trying to achieve here. if you want perfect reproduction of any signals, then the highest resolution is obviously better. but as soon as you're talking human hearing, the limit is what we can hear. more is the same as a lot more and perfection was never invited.