Now wait a minute. First, a crappy little mini system isn't putting out anywhere close to a linear output throughout the frequency range, electrically or sonically. It is likely way down in output at the frequency extremes. Manufacturers always say that their system puts out 20hz-20k because consumers seem to think that numbers don't lie. But the fact is THEY ARE LYING!!! What they are not telling you is it is not flat output across the frequency sweep. It is an unfortunate but common marketing practice in the audio industry. The question is how many db down is the output at those extremes. Once it drops more than 3-4db in relation to the rest of the frequency when playing music, it becomes less useable output. The fact is most cheap speakers are so far down at the extremes that it is unuseable and you guys are trying to test your hearing with that and make some sense out of it.
Second, you hooked it to an scope and measured what is coming out of the amplifier, but you are comparing it to what you hear coming out of the speakers. I guarantee those cheap speakers aren't doing a very good job of translating what is actually coming out of the amp, in addition to the fact that they are not capable of producing frequency extremes. Those speakers are NOT capable of reproducing down to 20hz. This is simple physics. To produce tones that low you need a big box for resonation and a woofer throw capable of moving a lot of air. Don't forget the sound wave at that frequency is several feet long. What you are hearing is distortion and overtones at higher frequencies. Amplifiers (and speakers as well) have a lot of trouble putting out a pure frequency tone. They will also put out other frequencies at intervals away from the original tone. Because they are at mathematical intervals and not as loud as the original frequency, you don't notice them much. When you play the low tones, you are hearing the overtones at higher frequency intervals that are high enough for those little speakers to reproduce. I have a pair of speakers with 61/2' woofers that were almost $4000 running off an equally expensive amp and they will only go down to about 50hz. But at 50hz, they are down almost 4db which means that you would perceive it as 1/4 as loud.
Third, the human ear is optimized for hearing midrange because this is where most sounds occur in nature. We are less sensitive to frequencies at the extremes. Therefore you will percieve an 85 db tone at 1k as much much louder than an 85db tone at 15k. The 15k tone would have to be 20db louder to make it sound equal to you. Ever take a hearing test at the doctor where they ask you to raise your hand when you hear the tone? Notice that the mid tones sound much louder than the high and low tones? They are playing at the same volume, it is the sensitivity of your ears that changes. Although people can and do lose hearing from damage or age, this is a perfectly normal phenomenon in normally hearing people that sound engineers understand well and adjust their mixes to accomodate.
You are using the wrong kind of test. The only way you can measure this is with an spl meter, not your ears. You need steady tones and an spl meter to measure the actual db output of the speaker. If you play 1k through your speakers and measure it with an spl meter so it is 85db (actually a mini system will probably only do 85db with the mic within a few feet of the speaker), then play 15k through your speakers and measure it and adjust the volumen so it is also 85db, it will sound much quieter to you. The key here is you are using a little mini system and there is going to be a lot of volume changing due to lack of linearity over the frequency range. Therefore using a frequency sweep on such a system like you are doing isn't going to tell you much.