The reason for this I believe is that they (or whould I say "We") were part of the Holy roman Empire instead of the French empire, and have a more feodal mindset and hate centralism.
This is the reason why the Belgian state failed at the end, you can't impose a centralist state on a land full of duchies/counties/princebishopdom; and the reason why there are a lot of misunderstandings between the French and the Belgian mentality.
Actually I feel Liègeois before anything, then I feel part of a "Francosphere" eventually the "Wallon" community or even, the Oil domain... I have the same attraction/repulsion toward Paris... I hate the chauvinism and jacobinism and yet most of my references are French (and Anglo-saxon). They (jacobins) consider local traditions as laughable folklore instead of an European heritage to preserve, hence the frustration, because Belgium represents the epitome of "provincialism" for a parisian jacobin (hence the "jokes" and stuff), due to the fact Paris doesn't have a (complete) hold on it, and conserved their local patois/accent/culture; Horror for a parisian.
Actually a lot of people believe that the Belgian motto "L'union fait la Force/Eendracht maakt Macht"... means the union between Flemish and Wallons which isn't true at all... it means the union between the "Belgians" and the "Liegeois". The "Belgians" (ex Austrian Netherlands) did a counter-revolution by refusing the enlightened despotism of Josef II of Austria while the "Liegeois" did a local "French" revolution. Belgium is a compromise between both. It's actually a leftover of Lotharingia in a sense.
Belgium doesn't mean anything to me anymore, it doesn't exist anymore. It could have existed though... I don't feel concerned by anything about it... it's just an oligarchy trying to exploit the people and squeeze them dry... it's true for the "Republique" too.
I like the Flemish individually but dislike Flemish nationalism and the whole mindset and the bullshit, Wallon politics is a catastrophe too... so to me Belgium is over. Belgians don't exist anymore except in some parts of Brussels.
So, I feel Liègeois (and Ardennais), the land of Charlemagne, Charles Martel, Pépin the short and so on.
I could go on about the vagueness of "Wallon" identity but I'd disgress.