True, but ambiguity does not imply that one possible interpretation must necessarily be an illusion.
The pitch is higher level than purely perceptual.
in the case of bowed strings mode-locking ensures the phases of all the harmmonics are reset each cycle (the bow sticks and slips), so that bowed instruments can be played harmonically to parts per billion.
since a lot of sounds are plucking we must be tolerant for frequency dependent propagations speeds in regular strings / media
Assuming we agree that "illusion" merely means mismatch between interpretation and reality.