Saxe-Coburg? Are these guys cousins to the British royal family? Time to do some googling

It's German, not British. When Belgium was founded, the fear was it would immediately try to join France. So when a French noble was offered the throne, he actually said no, quite a blemish for the young nation. A surplus German noble was crowned, which was palatable to the English as it balanced things out a bit.

"The British branch was officially renamed to House of Windsor by British king George V in 1917, during the First World War, amid anti-German sentiment."

https://en.wikipedia.org/wiki/House_of_Saxe-Coburg_and_Gotha

Aren't all EU royalty related somehow?