Just thinking out aloud here, how would engine vibration get to the steering?
Does the vibration increase with engine speed, or road speed?
Does it pulse? Does it make any noises when steering? Anything you can do while driving to make it worse?
Maybe engine/steering colomn mounts have failed? And engine or exhaust is touching the steering rack.
I fail to believe it's an issue that can't be solved, but a little more information would make it easier to diagnose.
FWIW it's not normal, they are very refined to drive, and feel very smooth.