I have the 2021 RX350 I feel a vibration[ grind] on the steering wheel as I put the car in drive as the gears advance I feel less of a vibration but it returns at slower speed or first or second gear. Dealer checked it out but according to them no vibration or grind.

 

I would go back to the dealer and ask to sit in the car with the technician until you both see/hear the problem. If it does happen, of course.