If you live in a high humidity, high temperature area, this can happen. Brioche is like a croissant dough because of the large amount of butter in it. When the dough reaches a temperature of 30°C / 86°F the butter will be too soft and will separate into oils. This will make your brioche oily as the butterfat seeps out of the dough (just like with croissants). So if you live in a hot tropical climate or your kitchen is very warm, then you may need to chill the dough between kneading to make sure the dough is at least below 30°C / 86°F.