Zenyatta is stronger on payload maps compared to capture or koth maps because the battlefield changes fairly rapidly, so he doesn't have to worry about entrenched positions or choke points as much, where he struggles to keep his team alive if he doesn't have his ult.
Lucio is considered the premier support because he provides so much aoe utility, so it's no surprise. Pair him up with a communicating team, and you'll suddenly see a shielded up, sped up, team of ulting people flying straight at you and you just can't really do anything about it.
Mercy's heal is only slightly stronger than Zenyatta's orb, but she has good mobility if you use her flight right, and her damage boost can be a terror if you boost the right target. Ult is self-explanatory as one of the most powerful in the game, if not the most powerful. She doesn't have Zenyatta's killing power though, nor Lucio's self peel and odd hitbox, so she typically needs decent coordination between herself and a tank, or an offense/offense or offense/defense pair.