I don't actually know any of the backstory for Lucky in the comics. So, based just on what has appeared in the show? I am hoping his "story" turns out to be "He's just an improbably scarily smart dog, with no discernable special origin or nature. Because its the MCU, stuff like that just happens." With maybe an implication of "Look, if humans can have incredibly prodigies who tower above the average person, why assume that isn't the case for other species?" Humanity has its Clint Bartons and Kate Bishops, and canine-nity has its Luckys.
*cough*