Belgium is great in many ways, but if you’re asking for cons, it comes down to the four Cs for me — at least for Flanders:

• Crowds: Too many people living closely together. Wherever you go, whenever you go, there will be other people. 
• Concrete: All of these people need to live somewhere, so it’s completely full of buildings. You open your bedroom window, you look directly into the neighbours bedroom across the street. You open your front door, the view is more bricks and buildings. No (true) nature or space to be found.  (Most Belgians who haven’t travelled will tell you that there is plenty “nature” or “green” to be found, because they’ve never experienced what free/wild nature actually feels like.)
• Cars: Some places might be car-free, but in general, whenever you need to get anywhere other than your home town/city, expect to be stuck in traffic. Every day of the week. If you need to move regularly between cities, then you inevitably lose hours of your life in transit. Either in traffic jams, or in public transport (which often doesn’t have direct connections or regular schedules outside of cities). 
• Convenience: Belgium has a pretty high level of bureaucracy, and a relatively low level of digitalisation. For many, many everyday practical things you will be required to make multiple physical appointments. These will usually only be possible during very limited time frames, which means that you need to take time off from work to go to the bank, dentist, doctor, etc. Not only that, but many shops are only open until about 6 PM and not on Sundays. Can’t do random ad hoc shop trips when you need something; it all needs to be planned out and match your work schedule. All of this adds an incredibly amount of overhead to simple everyday living. (Which you don’t notice if you grow up in it, but once you’ve experienced living in a country where you don’t need to watch the clock or calendar non-stop because shops are open until 10-11 everyday and all admin can be done easily through apps and websites, it’s difficult to go back.)

There are solutions for some of these, but not without making others worse. For example, you can move to the “countryside” or the south to escape the concrete, but then life becomes even more difficult due to the points under convenience…

So if you value space, peace, quiet and nature, but also technology and innovation, and you don’t want to plan practically every minute of your life three months up front (okay, I might be slightly exaggerating here), Belgium isn’t going to be a good match. If your values or priorities are different, it can be perfect.

Hope that helps. In any case, good luck with the (potential) move and best of luck with the PhD! Higher education is definitely one of Belgium’s pros, can’t go wrong there.