I am a non-US gamer, a dane in fact, and honestly? I couldn't give a single thought to the accents AS LONG as the voices are done well and convincing.
I don't know why it should be such an immersion breaker, really. The immersion breaks when they sound flat or unconvincing.
So yeah, don't expect every non-US gamer to have the same opinion matey

however you are entitled to it and we're all different!
ALSO
although they call it "Steampunk", it isn't, which some of the Arkane folks agreed on this very forum,
the only reason they call it steampunk, is because it's the only actual existing theme they're closest to.
I believe they themselves called it "Alt-Tech" or something like that. A few of us went with "Victorian Punk" or the liking.