They're really not. The Heavy's body is supposed to be grossly misproportioned. But now that you mention it, they may be a little too short, but not "way too short." But I'll play with it some more, but I'm pretty sure it's fine. For what it's worth, the gun does seem to make his legs look shorter than they are. I drew his whole body before putting the gun over it and it looked alright to me, but you can be the judge: Heavy sans gun
And an actual screenshot from the game for those who haven't seen it.
Entire team is babies! :D