No. Not possible, within a musical context.
Think of how much energy it would take to make that “tickle” your skin… What happens when you feed (play back) a full range frequency signal with that amout of power. Your head would explode, literary.
There are no amplifiers able to feed that much power, to any speaker system, and to make anyone feel those upper frequencies.
We are obviously talking within a music production/playback context, and both speakers and eardrums, and probably our skull would blow to pieces.
If we are talking Ultra-sound and Roentgen in medical environment/tests (we MAY feel it), you have to have a High-pass filter in those medical equipment set very high (otherwise you would burn to death), to not break down the power supply for your whole city.
Said in another way. When you are at the physician taking Ultrasound treatment, you may feel a bit hot on your skin/muscle. If it were possible to remove the highpass filter in that equipment with a flick of a switch, you would blow up the building.
So in a fullrange frequency musical piece, to “feel” those upper frequencies, our heads had exploded a long long time before we could feel some content at 40kHz.
This is actually basic math and physics, and the human hearings limitations.
PS. The hard part in explaining math and physics related to music production, useful frequency range and the “law of the nature”, is to do it as easy as possible. It’s really hard to do it really easy 
So don’t fight nature, make music 