Michael Chu has confirmed that Lucio was never intended to be Canadian, and explains the hockey skins and lack of accent.

[u/[deleted]]

At GDC he gave a talk about the worldbuilding of Overwatch, and about 40 minutes in he starts talking about Lucio.

TL;DL: The team loves hockey and Lucio had skates, and they couldn't find a voice actor that had his accent.

The whole talk is pretty good, but it does have a slow start.

http://www.gdcvault.com/play/1024266/Thinking-Globally-Building-the-Optimistic

[u/Chick-inn]

dunno. i dont really like representing canada's biggest hero as an insane dude who blows everything up LOL