The impact of photodetector nonlinearity on dual-comb spectrometers is described and compared to that of Michelson-based Fourier transform spectrometers (FTS). The optical sampling occurring in the dual-comb approach, being the key difference with FTS, causes optical aliasing of the nonlinear spectral artifacts. Measured linear and nonlinear interferograms are presented to validate the model. Absorption lines of H$^{13}$CN are provided to understand the impact of nonlinearity on spectroscopic measurements.