yes harmonics in the airwaves are captured electronically during recording, any sound will be, and the crossover will subsequently send different frequencies to different drivers
but whatever is vibrating is what creates BOTH the fundamentals and harmonics, and, when you re-create an electronic signal into sound, you make something vibrate,
and
the thing (any thing) that vibrates creates both fundamentals and simultaneously creates a new set of harmonics, again, each time,
look at the patterns created by harmonics in the sand on the flat stiff steel plates. (far stiffer than any lightweight beryllium coated stiffened cone).