There are a few issues. One is that virtually all of the modern audio DACs are ΣΔ meaning virtually none of the modern audio DACs are what we call “conventional DACs”. A conventional DAC would have a staircase output at the audio sample rate, but the output of that would also be low-pass filtered with an analog filter, which would smooth out the edges of the staircase output.
ΣΔ DACs also have a piecewise-constant output, but at a much higher sample rate. So you would have to zoom in to about 3 MHz to see it. And it wouldn’t be much of a staircase because the ΣΔ DACs toggle between +1 and -1, none of the values in between. And they get analog low-pass filtering, too, which smooths things out.
But if you were running a conventional DAC at reasonably slow sample rates, you would see that staircase function if the sine wave frequency was fast enough.