This is a technical question and without a clear idea of the distortion and other details like the calibration record of the instrument then we would be speculating. However, 20 kHz is a high frequency for testing - it is at the top of the frequency range both for the human ear and most transducers used for audiological testing. If testing on “warble” then that is frequency modulation so the signal has to centre on 20 kHz but then sweep above and below by several hundred Hz. So when the instrument tries to cycle up above 20 kHz then maybe it is reaching above the frequency response of the transducer. Perhaps that is why a distortion is being heard.