Wallonia's heritage is simply not essentially French. In the 15-16th centuries, it was ruled hy Burgandy as part of their ruling the rest of the low countries. Rulership then shifted to the wider Hapsburg empire (based in Spain / Austria at various times). Iirc, Wallonia hadn't been under any sort of French control since pre 1000 or so (save briefly after the revolution)

By 1830 the area of Wallonia was part of the Netherlands. The Belgian part of the Netherlabds revolted in 1830. One of the reasons for this region splitting off is that it was predominantly Catholic and the wider Netherlands was Protestant. But other reasons are important too eg the lack of autonomy and representation for the region that became Belgium, as well as significant economic factors.

So modern day Belgium has its roots in Burgundian and Hapsburg rule and hived off from that. With no meaningful connection to France, there is not more reason for it to have joined France than there is for Canada to join the USA merely because they both speak English and thr majority of their populations are from Christian heritage.