what you have to understand about dungeon meshi is that the entire conflict basically boils down to "every character is autistic but in ways that clash so catastrophically horribly that everyone thinks everyone else is a nuclear-level threat"
i think venture knows of lucio vaguely but when work with overwatch one day they don't realize that the lucio from overwatch is The Lucio . like the world famous DJ . so they're rightfully absolutely flabbergasted about it