I would also expect that at some point the analog signal would blend together pretty seamlessly. I won't suggest where that point may be.
Not quite. For disclosure, there is oversampling in recording, and oversampling in reconstruction. I’m talking about reconstruction as that is what we are discussing here – playback hardware.
As music is always sinewave, you only
ever need two samples to
perfectly reconstruct the analogue waveform (Nyquist). That is, a sample to locate the positive peak, and a sample to locate the negative peak.
It is the job of the DAC to do the interpolation, and two samples is all that is sufficient to reconstruct the analogue waveform perfectly, and any additional samples are wasted and are not “filling in the gaps” in any way.
So I’ll make that clear: At sub-Nyquist frequencies, the analogue signal
always blends together seamlessly. It is the job of the DAC to do this.
Oversampling is not used to make this waveform any smoother (it can’t be because the source is all you’ve got). The signal that comes out of the DAC is already pure, smooth analogue without gaps. That is what the "A" stands for in DAC. Nor can it make it more accurate - oversampling can't "generate" or create accuracy that was never there in the first place.
What it can do however, is keep [I use that word specifically] the analogue output more accurate. Oversampling is used for a variety of unrelated reasons, such as to push the conversion artefacts (like quantisation noise) out to a higher frequency so that the reconstruction filters can be more easily / cheaply implemented, or implemented with better quality and results.
If anyone wants to discuss the benefits of oversampling / upsampling in
recording, it's probably best to start a new thread.