Sampling a low-frequency sound doesn't work at some sampling rates
Could be a few things

You may be borderline clipping. Your sine wave has an amplitude of 1, which is just at the edge of clipping (depending on how its rendered). Try it with an amplitude of 0.5
Your hardware is sloppy. For example, cheap laptop sound cards often cut corners in the anti aliasing filters and or clipping management
Your operating system is poorly configured, particular if you use Windows. If you change sample rate in the project, it may just trigger the operating system  to do sample rate conversion. If the sound card only supports 48 kHz natively, the OS will up-convert 44.1 kHz to 48 kHz and the quality of the sample rate converter can be fairly bad. On Windows all audio goes through the kernel mixer (unless you specifically bypass it) and that often messes with the audio as well.
Driver problem. The interface between the OS and the sound card could be sloppy.