Their family connections were the most important. Leopold of Belgium was the uncle of the heiress presumptive to the British throne. As well as this he had also been married to King George IV's only child Princess Charlotte prior to her death in childbirth. As such the Belgians could count on British support against any attempts by the French or the Dutch to make claims on Belgian territory.
Haakon VII was a son of the Danish king, as well as being closely related to the Swedish royal family and bring able to trace his descent back to the ancient Kings of Norway. In addition he was married to Maud, daughter of King Edward VII and so, similarly to the situation in Belgium, the Norwegians could count on support from the UK. It was also an advantage that Haakon was not high in the Danish line of succession (sitting 5th after his father, older brother and his brother's two sons) which meant there was little chance of inadvertently causing an unwanted political union with Denmark again.