How low can one hear Huh?? Say again

I've just done exactly that: Fired up my modular synthesizer, plugged my headphones (5Hz-35kHz) straight into the low frequency oscilator (0.001Hz-500Hz)set it to sine wave and turned the frequency down. The result is a hum that goes lower and lower, past the well known mains hum and the pressure inside the headphones gets stronger.
But then there seems to be a transition phase at about 15-20, I'd guess, where the pressure rapidly diminishes and the hum turns into separate click noises! It doesn't sound like a sinewave at all anymore.
Yet when I use this signal as a modulator it turns out to be still a sinewave. So my guess is that we can hear tones below 15Hz but our brain interprets these as short burst of a tone with a much higher pitch.
Any other ideas?

Granted there are major differences in music reproduction/perception between speakers and 'phones but I fail to see the relevance when it comes to a pure tone (sine wave) as long as it reaches the ear at a high enough level to be perceived.

On a different tack: We all know that bats use ultrasound to "see" and that we cannot hear this.
It was recently discovered that elephants use infrasound (ie below 20Hz) to communicate we just never knew because we don't hear it! Apparently you can stand in the open savannah halfway between two elephants, which can be miles apart, and they are "chatting" to each other whilst you hear nothing!
I think we can feel very low frequencies if we are in an enclosed space but we can't actually hear them and in open space where nothing resonates in sympathy we don't feel them either.