I agree that some ability needs to be ascribed to cards that launch instantly before their ability resolves. Something like SWIFT or STEALTH would work. I think its a fine mechanic, and is a decent counter to counter-heavy decks.
A Typical agent launch has a black shroud on the agent, which uncovers them slowly as they resolve. Mario Auditore and other agents with "on launch resolution" effects start fully revealed and instead have a clear shroud that covers them until the launch ability resolves. Prior to 1.5.6 they could not be countered. Since some other "on launch" effects have the normal dark shroud (like Venezia, San Polo District), and Mario's remains clear, I assumed that Mario had not been changed.
If he and other similar agents are now indeed counterable, their visual display should match the display of other launching memories (black shroud) so as not to be confused with the clear shroud of a standard agent activated ability.