How to interpret these different Fourier analysis of this audio signal?
If you look at the Rectangular window the best its rejection gets is about 40 dB. So that behavior, especially obvious in the bottom plot, for the rectangular window is to be expected.

I don't know for sure if this explains everything but look at the level between your peak signal and the high-frequency components. There is almost 60 dB of rejection there. I've always heard that a good rule of thumb is to get 60 dB of rejection from your filters. I know that's not the full 96 dB offered by 16-bit music, but I bet you'd be hard pressed to actually hear that. Of course, there's the silliness of having music at that sample rate. Humans just can't hear anything above around 20 kHz, give or take. This article gives a good summary of the issues. It also brings up a good point, that that sample rate has the potential to pick up harmonics and other high-frequency distortion caused by equipment and electronics, despite the fact that we can't hear it. Perhaps something like that is going on?