Both of those countries have large ethnic groups from neighbor countries, Belgium has a large French and Dutch speaking communities while Switzerland have Italian, German and French.
Why didn't those ethnic groups stick with larger France, Germany, Netherlands and Italy?
I hope you understood my question.
Switzerland started as a loose confederation of independent towns, communes, and autonomous regions. Located high up in the alps, they proved time and time again to be too difficult to conquer.
Indeed, the destines of Switzerland and Belgium are unexpectedly entwined. All though the Middle Ages, the Duchy of Burgundy had ruled a large swath of land between modern France and Germany, alternatively aligning itself with the King of France or the Holy Roman Empire as expediency saw fit, eventually reaching a state of quasi-independence.
However, at it's height, in 1477, and just when its status as an independent state was about to solidify (such that perhaps today we'd have a single state between France and Germany instead of Belgium, the Netherlands, and Luxembourg), the duke of Burgundy, Charles the Bold, when fighting against the Swiss as part of the wider Burgundian Wars, was killed in battle. Burgundy was split up, and Belgium, the Netherlands, and Luxembourg would flip-flop from France, Germany, and the Spanish Empire. Like all border territories, they were in a constant state of flux. It's easy to see how small independent states came to be in these contested terretories, however I hope someone more qualified than me can give you a detailed overview of Benelux history.
I'm not as well-versed in Belgian history as I am in Swiss History (especially southern Switzerland). Is there anything specific you're interested in?