There’s something really off when it comes to how characters react when burning.
Their reaction resembles too much of being frozen rather than burning, which in that case they should literally scream, just like Lucio.
While I do find it okay as of how Zenyatta sounds (because he’s levitating above the molten metal (the Torbjorn’s new upcoming ultimate ability) ) and the same goes for armored heroes such as Pharah, Reinhardt (because armor could hold the fire a little big longer off the body), the rest of the heroes seem to underexaggerate the burning damage.
Just give it a listen and let me know what you think: Heroes Burning Sounds [Overwatch] - YouTube