It might not necessarily be cheaper but people have more generational wealth due hsitorically much higher home ownership rates. e.g. even Italians are much wealthier per capita than Germans. If we look at the median of course (the mean is comparable since inequality is much higher in Germany). Germans are just gennerally pretty poor and clooser to Greece or many east European countries than to France or Belgium.
The Belgians on the other hand are the 4th richest people in the world, and also Belgium has one of the lowest levels of wealth inequality. So it's much easier to inherit a home or at least enough cash for a downpayment.