The explanations must not be searched into the psychoacoustic model. Distorded sines always look like this. For example, look at the Udial sample :
http://perso.numericable.fr/laguill2/pictures/udial.pngNow, let's resample it with a poor algorithm :
http://perso.numericable.fr/laguill2/pictures/udialalias.jpgOr let's clip it :
http://perso.numericable.fr/laguill2/pictures/udialclip.jpgOr look at this pure lossless sweep, generated with a very poor program (old SoundForge 4.5 ) :
http://perso.numericable.fr/laguill2/pictures/aliases.jpg(yes, this is ONE sweep ! In green. )
We should first understand how copies of the original are created. Upper copies are just harmonic distortion. For example in your 4 kHz sweep, we can see the harmonics 3 (12 kHz) and 5 (20 kHz), that come from a distortion of the peaks (if distortion only affect peaks, then only odd harmonics will appear).
Reversed copies are called aliases. The first alias is the symmetric above the nyquist frequency (22050 Hz). For a 4 kHz sine, it would be 40100 Hz. This is a wave that, if it was sampled without any digital filter, would lead to the same digital file.
For example consider a 22050 Hz sine. It has only two sampled values : up, down, up, down, etc
Now consider a 66200 Hz sine. If me measured its value 44100 Times per second, we would get the same thing : up, down, up, down etc. We would just skip some peaks in between. That's why any audio signal is lowpassed before being digitalized. To avoid recording some garbage if the sampler would be fast enough to measure the instant value of very high frequency noise. That's why this lowpass filter is also called anti-alias.
Now, looking at the clipped version of udial, we can see that there are copies of the sweep, but below the original instead of above. This should not be harmonic distorion, since harmonic distortion appears above the fundamental frequency, not below. But their frequency oscillation is bigger than the fundamental one. They are in fact aliases of the upper harmonics of the fundamental tone !
The "udial" tone oscillates around 20 kHz. When we clip it, it generates odd harmonics, remember ? Thus 60 kHz, 100 kHz, 140 kHz etc frequencies should appear. They are above the maximum frequency of a 44100 Hz file, but since the volume process does not apply an antialias filter (it should), the aliases of these ultrasonic distortions appear in the resulting file as audible frequencies.
Here, they are aliases of aliases of etc... because the aliasing process also occurs at integer multiples of the nyquist frequency : the graph is symmetric above 22050 Hz, but also above 44100, 66150 etc.
Thus, in the same way, when a sweep seems to bounce on the top of the graph, its mathematical expression actually crosses it, and goes on above 22050 Hz, and what we see coming down is the alias of it.
I don't know exactly the origin of the starry patterns at the end of the sweeps, but I think that it must be related to the relative phase of the sweep and the sample rate, because the sweep generator starts the generation by a zero crossing, and all the additional frequencies gather there.