Found a transcription : you were right, it was at Blizzcon 2016 (but i can’t link it >< it’s on the Q&A at the Overwatch panel)
Question: I had a lore question that all my friends and I argue about whether certain characters are actually amputee,s or whether they just have sort of a mechanical thing on their arm. Mainly, we were talking about Lucio, Symmetra, Pharah and Hanzo.
Michael: Yes, I can do this. Lucio no, Symmetra yes, Pharah no, and Hanzo no (he has delicate ankles). I am going to regret that answer. Right as I get off here, I am gonna think, you know what? Story idea.