The 1khz band around the carrier/principle is pretty darn attenuated, but yes it does appear to exist. The garbage in the lower frequencies is at too low power to be audible.The lower frequencies are the sidebands that wouldn't exist in the real sound. And everyone should be able to hear those.
I think this MP3 is doing a reasonably good job of playing the 15khz sound. Whether or not your speakers are pumping it out, is a different story (although both my headphones and laptop speaker played it, just barely audible).
I agree a better test would be a WAV file at a sufficiently high sampling rate, and using a higher frequency tone, with an extra notch filter added for kicks.