No, it will not make people uncomfortable, but it can make dogs and cats uncomfortable.
Do you want to asctually pass a continuous 38kHz tone? Or are you simply referring to the amplifier bandwidth?
Speakers are more nonlinear than amplifiers. The 38k will produce IMD products in the speaker. Also in speakers with several drivers, the highest frequency one is usually rated for much lower power than the others. If the 38k is strong enough, it will burn out that driver.
As flatulent stated, if you try to send signals to speakers that are beyond their ability to pass on, they dissipate it as "heat" as I recall correctly, ie not as sound, and that can destroy your speakers.
Which will certainly make someone uncomfortable.
Also, as pointed out, perhaps they'd show up as strange sub-harmonics and mix-products.
Even though it is not noticeable by hearing, it still affects people, usually making them grumpy. This effect extends up to a few tens of kHz.
I remember a court case where an employee bombarded his superior with such ultrasonic sound to change his mood. Unfortunately, the mood was for legal action when discovered.
Pilot tone level is about 10% of max audio signal and is constant. It's no sense to load the speakers and amplifier with useless signal which can because of nonlinearities, produce audioable disturbances in speakers.
FM radio uses audio frequencies up to 15kHz. You may use 15kHz low pass filter or simple series or parallel LC notch for 19kHz. Notch will supress pilot at least 30dB.
Speakers are more nonlinear than amplifiers. The 38k will produce IMD products in the speaker. Also in speakers with several drivers, the highest frequency one is usually rated for much lower power than the others. If the 38k is strong enough, it will burn out that driver.