It is kind of annoying for me because in Mercy’s case, her voicelines provide useful information. It is abnormal for Mercy (a good Mercy anyway) to take damage outside of a a team fight but heroes like Ana, Moira, Lucio and Zen are designed around doing damage in addition to healing their team, which usually involves taking damage as well.
When I’m playing tank hearing Mercy’s voicelines usually means that there is a flanker behind us and I need to peel. Hearing Zen’s Voicelines could mean that there’s a flanker behind us, or they could mean that he just took a few potshots while slinging his orbs around and I have no way of differentiating between the two situations, which makes it distracting.