I know nothing of Overwatch but her gag is being overly serious. So the seriousness is sort of a joke in itself, complete with deliberate overacting. The other two Vanguards though are just serious serious.
I think she was seriously serious in The Dark Below and it was a bit much. I think Bungie realized that and their decision to have her and Cayde play off each other was brilliant.
Cayde wearing the Eris mask on Halloween capped it off beautifully,