You've discovered the phenomenon called "slew rate". The small signal bandwidth is exactly that, for small signals.
When the amplitude gets larger, there's a large signal phenomenon called slew rate that limits the dv/dt of the output voltage.
The reason for this is the compensation cap that forms the dominant pole in the amplifier. there's a limited amount of current to charge and discharge the compensation capacitor, so when the input voltage dv/dt exceeds what the current source can supply to the compensation cap, the output slews at a rate governed by I=C*dv/dt. This makes a sine into a triangle at some value of frequency and amplitude.
For a sine wave the max rate of change occurs when the derivative is 0: The derivative of Asin(wt) is Awcos(wt) so Aw must be less than the rated slew rate of the amplifier to avoid any slew rate distortion.
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