It's largely an issue of legitimacy. New countries preferred an existing dynasty with established international connections to jumped-up local nobility. This was doubly important for a country like Belgium which prior to 1830 never existed as a sovereign entity.

Minor German dynasties were a preferred choice because they had roughly the same status (as rulers of sovereign states) as royal houses of France, UK, Russia etc. didn't have much real political or military power on their own. Thus, they couldn't be a threat to the existing balance of power.

In case of Belgium a French candidature (Prince Louis, Duke of Nemours) was initially proposed but was ultimately abandoned because other Great Powers would see it as an expansion of French influence and would fiercely oppose it.

Other question, why did they fetch a King and did not go with the more modern (at that time) president thing?

That's also an issue of legitimacy. Presidential Republic might have been popular in the Americas at that time, but in post-Vienna Congress Europe they were still seen as somehow suspicious due to legacy of the French revolution. Only micro-states like San Marino or Krakow were "allowed" to be republics.