I believe he does mention his family being from Austria in Kindergarten Cop. And a deleted scene on the T3 DVD does attempt to explain the Austrian accent(I still don't know if this clip was ever intended to be in the movie though). As far as his character, Harry Tasker, in True Lies working as a spy for the U.S. in a top secret department yet having an Austrian accent, I have no idea how to explain that one. But no one ever complained about James Bond having a Scottish accent when he first appeared on the big screen.
