This is a very good question
For when we hear two pure tones together WE HEAR BEATS
Of course the ear in non-linear - so that explains that! ....... WRONG
Sine (A) + sine(b) is half the sine of A+B plius half the cosine of A-B (or summat like that)
So the "beats" are REAL - in the air - even BEFORE some ear mangles them up.
The astounding BEAUTY of the whole thing is a pure tone AFTER being horribly mangled by our ear STILL SOUNDS GREAT (even if a little dull).
But the nerve signals sent to the brain are HORRENDOUS!