That's a tough question, I was asked recently. Especially since there is no Belgian people, but two different people, the Walloons and the Flemings. Over 100 years ago, this fact was already recognized in the Belgian Parliament. But, it is still an interesting question, since, by living as neighbors so close to each other, we can identify some similarities in the characters of Flemings and Walloons.
One important factor in the building of the common character of both nations, is that after the religious wars in the 16th century, they both ended up at the catholic side in Europe. Catholics are not so strict and are allowed to have fun. Many Protestants believed, certainly in the previous centuries, and some of them still believe, that fun is sin. For a Catholic, a sin is not all that bad. All you have to do is confess to the priest, who forgives, and you can start over again. So Catholics tend to take life from the good side, and are not afraid to take advantage of the good things in life. This characteristic of the "Belgians" brings them to look for good meals, and leads them to brew exceptional beer.
One important factor in the building of the common character of both nations, is that after the religious wars in the 16th century, they both ended up at the catholic side in Europe. Catholics are not so strict and are allowed to have fun. Many Protestants believed, certainly in the previous centuries, and some of them still believe, that fun is sin. For a Catholic, a sin is not all that bad. All you have to do is confess to the priest, who forgives, and you can start over again. So Catholics tend to take life from the good side, and are not afraid to take advantage of the good things in life. This characteristic of the "Belgians" brings them to look for good meals, and leads them to brew exceptional beer. A simple beer is good enough for a Protestant, since he has to work hard and suffer to earn his presence in heaven. A beer is just a functional drink for a Protestant. A Catholic wants to have a good time here on mother Earth, he combines function and fun into a delicious beer.
An other common factor important in the build up of the character of the two nations, is that they have been ruled by emperors, kings, dictators of all natures during the last 500 years. Authority and rulers were things you tried not to be involved with. They symbolized oppression and taxes. They could change overnight, and you could end up at the wrong side of the sword. The two nations had the correct feeling that everything was decided way above their heads, and that there was very little they could do about it. So, they perfected a way of life, to survive while showing no respect for authority, and evading all taxes, while doing as good as they could what they wanted to do.

That's why a law, devastating for the beer world, like the German Purity Law, was never accepted by the Walloons and the Flemings. Every "Belgian" brewer brewed the way his family was used to brew, and didn't accept any interference from outsiders trying to impose their trade. This common characteristic is surely responsible for the conservation of the wide variety of beer styles.
The location on the globe of a nation is one of the utmost important factors to define it's character. The Flemings and the Walloons are on the cross road of four very important cultural environments in Europe: the German, the French, the Dutch and the English culture. Other European nations (Rome, Spain, Vikings, Austria ...) have always been attracted to come, to invade or to capture the richness of the "Belgian" territories. All those cultures left a beautiful treasure of genes, and cultural influences. This mixture leaves Belgium with unique and exceptional beers. Living on the mouth of 3 important European rivers and the presence of the North Sea, gateway to the rest of the world, has made the Flemings and the Walloons very tolerant, and very open minded. They were and are always happy to incorporate new folks, new techniques, new habits in their way of live. Surely this is the reason why the different beer styles have evolved in so many directions, while conserving the best of local brewing traditions.

The best way to understand why the Flemings and the Walloons have such fun in life, is to visit them. The next best thing to do, is to enjoy their delicious beers, chocolates and cheeses. They will open your mind, they will make you tolerant of new experiences, they will teach you the richness of tastes, the variety of aromas, the joy of life.