If i were you i drive my X to either dealer or indy shop to check it instead posting here without fixing the problem. Guess what? It happened to me on the way home yesterday. My steering wheel was vibrating when i applied on brake pedal at 75-80mph. At first i thought it's brake rotor or bad pads, brake system look good to me. I jack it up and checking lower control arm, it's good, checking wheel suspension joint it's shaking and i feel it's loosing.

Today, after work i drove to BMW dealer for wheel suspension joint (part# 31126756491) for $70.50 - jacking X up, removing the damage wheel suspension joint and install the new one in.

Testing for 15 miles on highway, driving 80mph and applied for brake - wheel vibration was gone, it is smooth now.

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BMW X5 2004 - 2005 MB E320
BMW 1999 528i/ 1998 Nissan PathFinder (sold)