The simple fact is that there are tons of ways for cars to get oil on the engine rather than in the engine. There is engine oil, AC compressor oil, and power steering fluid. Over time, most engines will have some kind of leak. Maybe its a small leak from the head cover gasket or even a cracked PCV valve. It could also be spilled when filling the oil.
Most car engines are open to the road on the underside so dirty, oily water and dust will splash and blow up from underneath. Over the years very small amounts of oil and dirt just build up.
Now, combine all that with the fact that most people will never clean their engine. Unless you really care about your car, you're not going to open the hood on car wash day.
That's all a long winded way to say that its perfectly normal on an older car. However, its not ever supposed to happen. On a perfect engine, there should never be an oil leak or oil getting onto the engine (unless splashed up from the road). An oily engine means there was an oil leak or spill, and it was never cleaned. Maybe it was fixed, and maybe its a current leak.
It's totally safe to clean the oil off of the engine. "Engine De-greasers" are commonly sold at auto parts stores, and you can even find places that will do steam cleaning of the cars nether-regions.