All insulators cause electron drag, for a want of a different description.
This effects the high frequency and there edges and thus the rise and fall time, we see this as skin effect.
Air is best or space, Teflon is great, silk is great (long chain molecules) cotton and rubber not so good.
It also seems to be related to temperature i.e. melting or rapid electron movement.
These effect are very small and in theory we should not notice them, but I can't hear a dog whistle but I am aware it there.
I tried a experiment a long time ago using 40KHz .
Two transmitters/transducer were pointed at folk walking in a shopping mall. One fixed at 40KHz and the other FM at 40KHz and audio limited to 5KHz BW.
Aiming the cone the heads people, some heard on some occasion's the voice of Prof Bill saying "This is the voice of God" the reactions we got was very funny.
So to me that says we can hear the effect of higher than audio frequencies on some humans.
That was 20 yrs ago, now the mobile phone has destroyed humans to hear anything. I hate digital.