Gmood has hit the nail on the head. Metal dome tweeters have a natural resonance about 20KHz that is audible and comes through just as you described. It is actually very simple to prove without using sophisticated test equipment. If you drop the metal dome of a tweeter on the floor you can hear it hit. Do the same with the silk dome and you cannot. There is on-going reseach in Finland at the University of Jyvaskyla's Department of Biology and Physics examining brain wave activity and sound.
The research has two aims, first to see if high frequency sounds above the human hearing influence the quality of music subjectively, and secondly, can this be observed and measured in brain wave activity and recorded by EEG, electroencephalography. The purpose is to scientifically study whether ultra-tweeters make a difference in the quality of the music.
Measurements of objective, subjective and physiological reactions are being recorded in different sound environments, including high-frequency sounds above 22 kHz. Another physiological measure is the heart rate variability, which is the time between two consecutive heartbeats. The heart rate variability is a delicate quantity that indicates a persons stress state. (The Finns are big on healthcare research that focus on quality of life, heart rate and stress.)
The subjective evaluation entails test subjects completing a questionnaire regarding the sound quality of the different environments. These are then compared to their EEGs.
The baseline results prove the hypothesis, as well as show that humans subconsciously prefer the sound of wide-bandwidth music.
Sorry for the long response, but I have been on the fringe of this research, which is both cool and frustrating in that I am constantly second guessing my own system.
