The focal point of the ultrasound with Ulthera is 1.5 to 4 millimeters under the surface of the skin, so it should not be felt in the teeth. There is however some "scatter" beyond the focal point so it is possible but unlikely.
I had two patients who claimed to have sensitive teeth and I provided them with disposable mouth guards - they had no problems during or after the procedure. There is no need for nerve blocks during this procedure !