"Lollypop" sampling vs. real DAC output: https://mk0soundguyshosprmrt.kinstacdn.com/wp-content/upload...
As you've observed, the output of a real digital circuit includes the flat parts, unlike the infinitely thin "lollypops" that you see in DSP textbooks.
But the jaggies themselves are not aliasing, they're actually the result of anti-aliasing. The sample-and-hold reconstruction filter that practically every DAC uses is an anti-aliasing filter, albeit a crude one, but if you've chosen your sampling frequency correctly, the harmonics from the jaggies exist entirely outside of your passband. A simple RC filter removes them almost perfectly.
This is aliasing: https://upload.wikimedia.org/wikipedia/commons/thumb/2/28/Al...
Digitally sampling an analog input signal is usually where you need to actually put some design effort into the AA filter, because you don't necessarily know whether the analog signal at your input has a lot of energy just outside your passband. Such an input can cause you to see an alias that's comparable to or louder than your signal of interest, and there's no way to get around that with direct sampling except for arbitrarily sharp AA filters.
But with a DAC, you know exactly what you're putting into your AA filter (your sampled signal convolved with a box), and you can easily arrange things so that the AA filter both works perfectly (sampling > nyquist) and is easy to design (sampling >> nyquist).