I have been dealing with this issue since installing my lift a couple months ago. The only change I made was the lift itself, I was still running the stock wheels and tires. Bad wheel shimmy above 45 mph when on rough roads. Steering wheel rocks back and forth 3-4 times than stops. Really bad roads would cause the whole Jeep to rock left to right, not just the steering wheel.
My take on it? The springs and shocks are way too stiff. They aren't absorbing the bumps at higher speed, just bouncing the Jeep around. However, I should note that my JLUR is still stock except for the lift. Plastic bumpers, no aftermarket armor. I recently put some some 37" STT Pros on KMC 231s, and the shimmy and rocking have gotten better (but not completely gone away). I'm hoping after I put on the aftermarket bumpers, tire carrier and winch the ride will smooth out.