> so you can’t tell between 2khz, 10khz, and 100khz
Only when your sample rate is perfect!
Let's say we have a 1GHz system, one instruction per Hz, a signal at 1MHz and we're measuring at 1kHZ. If we're rock-solid at 1kHz then, as you said, we can't distinguish 1MHz from 2kHz, but if we're off by a little bit, then things change.
Let's say the 1MHz events are at times 50, 1050, 2050, and so on, and the 1kHz sample rate triggers at 0, 1000000, 2000000, and so on. You'll obviously never see that event.
But suppose there's a little bit of noise in the sample rate timing and we're just under 1kHz, so now the samples are 0, 1000001, 2000001, 3000005, etc. Sooner or later we're going to hit that 1MHz event, and we're not going to hit it at the same rates as we would a 2kHz event, a 10kHz event, and so on.
We might not hit it that often, but we'll hit it sooner or later, and we'll also hit a lot of its neighbors.