The appearance of these ever-increasing and ever-decreasing pitches is only illusory. What is actually happening is that the very same sequence of eight complex tones is being played over and over again. The repetition of the same octave being played creates the illusory experience of a continuous ascent or descent. The illusion is created because each tone is composed of many pitch frequencies that are carefully crafted to create ambiguity. Thus, one element of this illusion is that each tone is ambiguous and can be heard as either a higher or a lower sound depending on the context (which consists of the tones that were played before it.)

These illusions are auditory equivalents of the apparently ever falling lines on a rotating barber’s pole:

Typically, discussions of illusory experiences focus on visual illusions. But auditory illusions (and illusions in other sensory modalities, including cross-modal ones) are also interesting. Illusions in general provide us with cases in which what we experience doesn't seem to match reality. If that's right, we are not experiencing reality, andwe can ask what it is that we are experincing. If that's not right, then we can ask why we appear to experience something that doesn't match reality, and whether we really are experiencing what we take ourselves to be experiencing. Illusions in sensory modalities other than vision show us that this issue affects experiences in other modalities, such as audition, touch, taste, smell, and so on. ​Escher’s ‘Ascending and Descending’

An interesting question is whether there are any interesting similarities in illusory experiences across different sensory modalities. The Shepard Scale Illusions support an affirmative answer to this question. The illusory experience of an ever descending (or ascending) pitch is reminiscent of the illusory appearance of ever-descending (or ever-ascending) barber pole or the staircase depicted in Escher’s lithograph ‘Ascending and Descending’. Common to all these illusions is that they create an experience of something that is impossible. In the case of Escher's staircase what is impossible is that the stairs constantly descend or ascend and yet traveling along them one ends up at the same point as one started. In the case of the Shepard Scale what is impossible is that there is an ever descending or rising series of tones, that doesn't become too low or too high for us to hear, and that ends up back at the same tone that we first heard.