Luxembourg City was originally a cliff fortress, then a city behind walls, with the famous "Bock Casemates" at the ravine side, a warren of caves and tunnels. For defense, there is enough room for herds of animals, an army and citizens, plus cannon and storehouses. If you need convincing, go to arounder.com - a site with highlights of many major European cities. Find the casemates - the cave areas are huge.
The formations that enable the excavation and use of caves, as here, would be excellent geo-tourism sites because of the geological sites and attractions. See book "Geotourism" by Ross Dowling at this site: elsevier.com/wps/find/bookdescription.cws_home/706060/description#description.
See the fortress history at www.lcto.lu/html_en/sites_attractions/index. The system of tunnels and caves is known as the Luxembourg Casemates. Find the history of Luxembourg at www.lcto.lu/html_en/history/index. I understand that Luxembourg was a large geographic area years ago. They simply could not be defeated at the City, with their defenses, and their location was so important for trade. So the other countries diminished them when they could not defeat them - gradually chipping territory away around them by other wars, finally leaving little Luxembourg as it is now. Proud people, their own heritage.
In WWII, the Casemates served as a bomb shelter for - say the guidebooks - some 35,000 people. When you leave, Waterloo is a good destination point back in Belgium, leaving late afternoon the next day.