Whether he's Crossfading between speed or healing, or using Amp It Up, there is a very audible song that is being played as he moves around. Very noticeably, there are two songs being played: one while he is in healing mode, and the other in speed mode.
In this video you can hear some of the music, in-game it fades away after a few seconds:
I've looked in the Overwatch official OST and cannot find the songs listed anywhere. What songs is Lucio playing as he jams along?