On a recent road trip I looked up through the sun roof and could see the wheel and holder vibrating and shaking violently - is this normal ? - speed was around 70 - of course you wouldn't notice it if you didn't have a sun roof !
I think it's normal. As long as you installed it correctly and snugly, you should be fine. The crosbar, regardless of the length, flexes under the weight of the bike, so it's not unusual to see the bike moving some. I think if you were standing on the side of the road, and saw your car drive by, you wouldn't notice it. However, when you are looking up through the sunroof you are really close, so even a few mm give/sway/bounce will look like a freaking 8.7 earthquake up there.
Those wheel holder forks aren't that rigid. Try flexing them by hand when you install the wheel - you'll see. As long as the wheel stays on, obviously, you're ok. One way around this is to tilt them at an angle if your rack installation and number of bikes allow. If you have a sun roof and won't be opening it while the bikes are installed, you could even angle the forks to allow the wheel to rest on the glass (could rest it on the sheet metal, also, but, I wouldn't do this on my car - glass doesn't dent or have paint finish to be marred).