Our hearing has no hard limit in low frequencies--sensitivity falls off at the extreme, but it doesn't mean you can't hear sounds below 20Hz. That 20 Hz limit is often quoted simply because the tests that were done in the past didn't measure lower. In reality, most people can hear 15 Hz and lower, just the threshold of hearing goes up. That's ignoring tactile effects of these frequencies, which adds a whole new dimension of sensing ULF.

Many movies have a crapton of LFE below 20Hz (for example Blackhawk Down has a scene with single-digit ULF effects), though you generally get it only on blu-ray or DVD releases, streaming services tend to have a neutered sound mix. Today's subwoofer tech has advanced to a point that even commercially available subwoofers can do 20 Hz and lower; bespoke sealed cab systems with 8 or more 18" or 21" drivers and a dozen kW of amplification can do single digits at 120+ dB in-room. Head over to avsforum.com for discussion and home cinema system show-offs :)

Why would anyone put these frequencies on a record? Well, sound designers and mixers tend to have very good sound systems, both at work and at home, and are generally very passionate about their work. Same thing as guitarists are very picky about their instruments and pedals, while the average concertgoer or radio listener couldn't make out any difference between a 500€ and a 10000€ guitar, never mind different pickups and overdrive pedals.