I had a similar issue on my 2007. I had them replace and tighten the steering wheel (it's at the dealer now) so I'll let you know if it's fixed. Could it be tied to the suspension? Perhaps your feeling vibration from something in the front end?

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The Present:
2014 Audi Q5 TDI Prestige
The Past:
2013 Lexus GS350
2013 VW Golf TDI
2007 BMW X5 4.8i LOADED & Loved
2009 VW Jetta
2008 VW Touareg VR6
2005 BMW X5 3.0i
2005 BMW Z4 3.0i
2004 BMW X5 3.0i
2003 BMW 325i
2000 Ford Explorer Eddie Bauer 4x4