I think in that strip Belkar isn't referring to the class of armour there but its sheer mass (remember that it would indeed be very heavy for him). I think we've only seen Roy with breastplate and pauldrons (classed as Medium Armour in the SRD) - I'm thinking of that scene with Celia after his resurrection - so it's entirely possible that Roy has, in fact, Medium armour. And thus the Endurance feat.
TLDR: differentiate between armour being heavy and armour being Heavy Armour.