That's not supposed to happen... Maybe it's a filtering side effect. There are no "perfect filters" and some have bump before cut-off and some have ringing, etc. "Audiophiles" sometimes claim the sound is better if goes to 30 or 40kHz, but scientists disagree.
In fact the opposite is supposed to be true... You might be able to hear a loud-pure 20kHz in a hearing test, but our ear's sensitivity is lower at the highest frequencies, and the highest frequencies in music aren't "notes" but weak harmonics that are drown-out by slightly-lower frequencies.
And I don't think this is the explanation, but as you may know, the filter cut-off point is defined as the -3dB point no matter how sharp the filter. So a 5kHz low-pass filter is 3db down at 5kHz (as-is a 5khz high-pass filter). If it's a sharp filter that doesn't matter because it would pass 4990Hz with almost no attenuation.