Lore. It's always the tricky part. Heroes of the Storm, by branding constraints if not by design, doesn't offer much in the way of narrative inspiration for players. There's talk of a "Nexus" in the very first tutorial, which is the name of the place where characters from all different Blizzard universe's gather together to fight over and over and over and over again.
Why must they fight over, and over, and over again? Best not to think about it too hard, the Warcraft character Luther tells you.
Not satisfied with that explanation, Heroes fan Rwandrall wrote his own impressive backstory for the game, which he posted on Reddit. Since it's short and doesn't make sense to excerpt, with the author's permission I'm reposting it here.
It all starts with "The Creators":
The Creators have many names. The Xel'naga. The Titans. The Makers. Capable of making and re-making worlds, they wander through the Cosmos, creating order on multiple planets.
Some of them grew mad with their power, however. Warped and twisted, the Destroyers used their great powers to undo the Creators' work. Amongst them, the greatest of the fallen were Sargeras, Amon, and Tathamet. Each spawned a force to serve them and to destroy all that stood against them - each in their own part of the Cosmos.
War raged between the forces of creation and destruction. On one side, Demonkind, the Zerg and the Burning Legion, and beings such as the Protoss, the Naaru, and the Angels on the other.
The Creators watched from afar, unable to comprehend why their ranks were time and time again marred by failure and betrayal, but unwilling to intervene directly. Over time, they identified three anomalies in the constant cycle of creation and destruction between the Creators and their corrupted brethren: Azeroth, a planet full of beings standing strong over and over again despite Sargeras' best efforts, Sanctuary, a realm defended against intrusion from either forces by the uniquely powerful Nephalem, and the Overmind, one of their own creations which has broken free from their will to protect its spawn, the Zerg, from Amon's plans. Every time, there existed an element independant from the influence of any of the Creators.
They convened a council, and decided to conduct a grand experiment. They would take a sample of individuals associated with each of these anomalies, plucking them out of time and space, and observe them, observe what would happened if they were thrown in battle against each other. They hoped that the conflict would reveal this "spark", this element existing outside of them and their conception that was the only think able to hold back the Destroyers.
The time draws near. Amon has returned, Sargeras is stirring, and a Prime Evil is reborn and released by Malthael's death. If they unite their forces, not even the Creators can stop them. The only hope of the Cosmos is finding the "spark". But the Destroyers are sending their own agents to undo the experiment.
The Storm is coming.
PS: Obviously this is fanfic, and it's been confirmed multiple times they are completely separate universes.
War! Drama! Action! Intention! Elder gods! You can never go wrong with elder gods.
And hey, at least this guy is trying. MOBAs might seem storyless. But if the fact that League of Legends developer Riot felt enough pressure from fans that it's now in the process of rebooting its hugely popular game's lore is an indication of anything, it's that MOBA players do actually care about the stories behind all the characters and struggles in a game.
Practically speaking, it's just hard to think of any reason to justify endless battles waged by dozens (if not hundreds) of people who switch allegiances every 20-45 minutes (on average). Which is maybe why Blizzard chose to own the fact that it was making a Smash Bros. style mascot fighter pure and simple.
This web comic circulated yesterday on the Heroes of the Storm subreddit lampoons the game's narrative mindset perfectly:
Maybe if Blizzard ever starts to feel inclined to create new characters exclusively for Heroes of the Storm, they will also feel more pressure to put their masterful storytelling minds to work on the game too. But... original Heroes characters? That's just wishful thinking.