Anyway, as retrolefty said, the important thing is that if you pass this pulsing 500 Hz signal through a capacitor, the capacitor effectively "smooths out" the pulses into something you won't hear.
I could use a resistor-capacitor low-pass filter. But with high enough resistance and capacitance to fliter a 500 Hertz signal, I will see a pretty significant voltage drop at the top end. The voltage will never get to 5 Volts even with a 100% duty cycle.
An inductor-capacitor filter would help with that. But that kind of filter has its own problems.