I'm not sure why you would think there might be any significance to the statement. Maybe it was still Yugoslavia when he left. Maybe the reporters aren't sure whether he was from Serbia, Macedonia or another, or maybe the people reporting it just thought people were more likely to know where Yugoslavia was then where Macedonia etc was.
The Guardian article says "A police spokesman told Agence France-Presse on Friday morning that they had ruled out an Islamic fundamentalist motive for the attack."
The attacker is too injured to be interviewed but hopefully the police and justice system will deal with it