yeah, you're supposed to do tests like these in a perfectly quiet room, so you can turn the source down to your hearing threshold.
Also, depending on your gear, you may not be able to hear some frequencies, either from roll off, or whatever. you know that some cans have spikes at high freqs. Also, are we adjusting for dBA or not? That might have an effect since the fletcher munson curve tells us our sound perception at high freqs gets pretty crappy anyways (it rolls right the hell off after 11kHz I think).
I remember the first time I listened to test tones like these, they were on my computer speakers and I thought "awesome, I can hear up past 20kHz just fine". It turns out my computer speakers were crap, and what I was hearing was some sort of distorted undertone or resonance; not a pure sin wave of 19kHz. Guys that are hearing some bands but not others - this might be an explanation...
I haven't tried to self test in a while, but on my KSC75 and my AD900, I can usually hear a little past 15kHz. I wonder if I might have different results if I set the EQ on my player to match an equal loudness curve of some sort? Or are my heapdhones already doing that on their own?