In practice, sound systems amplify some frequencies more than others. They tend to emphasize the middle ranges of frequencies from a few hundred to a few thousand Hertz (cycles per second).  Higher quality sound systems try to even the response with equalizer circuits, but the response is never completely flat.  The feedback whistle you hear is at the frequency where the amplification is greatest. Since that frequency is amplified more, it is there that the system goes out of control.
Electronic feedback can be useful.  Some radio receivers from the first half of the 20th Century used “regenerative” circuits that fed their output back into the receiving end of the circuit.  This allowed weak signals to be amplified.