Asymmetry in the motional sideband spectrum is a signature of the quantum regime of mechanical oscillators. It enables self-calibrated thermometry measurements, and has recently been experimentally studied in several optomechanical systems. Here, we present motional sideband asymmetry measurements in the well-resolved sideband regime of a nano-optomechanical system sideband-cooled close to the ground state and probed simultaneously with red-and blue-detuned lasers. We show that the nonlinear cavity response, induced for example by the thermo-optical frequency shift or the Kerr effect, can lead to an artificially modified motional sideband asymmetry. The presence of an auxiliary drive, such as the sideband cooling laser, creates an oscillating intracavity field which leads to coupling of originally independent thermomechanical sidebands and modifies the observed sideband asymmetry. We develop a theoretical model based on Floquet theory that accurately describes our observations. This phenomenon has wide-ranging implications for schemes utilizing several probing or pumping tones, as commonly employed in backaction-evading measurements, dissipative optical squeezing, dissipative mechanical squeezing, as well as recent demonstrations of non-reciprocal devices.