User blog comment:YurdleTheTurtle/LoL & DotA 2 - AMA and Information Blog/@comment-60764-20121121154514/@comment-4861674-20121121164550

I'd say it's the other way around. LoL's lore is more established, DotA 2 is extremely new. There's no connection or need to care when reading the heroes' bios, simply because there isn't really an established world. League did this with the Journal of Justice - this gives you a ton of history and background information. This isn't quite there for DotA 2 yet, understandably due to its new-ness.

Both are still evolving but for now LoL is ahead simply because it's been established for longer.