Same here with a Z1 I bought last week.
But I found that the presence and strength of the vibration depends on the power supply that is used and on the way the PS is plugged into the wall socket. With the 2A PS that came with the phone I get a slight vibration no matter how I plug it in. With a cheap 1A PS, the vibration is twice as strong whenn plugged in one way and there is no vibration when turning it around. The 850mA PS that came with my Sony Ericsson Xperia active creates no vibration either way. So, it looks like an isolation issue to me.