They probably mean that Belgium consists of French-speaking and Dutch-speaking (and German-speaking) groups, which the person counts as separate nations, hence Belgium not being one nation.
This is mostly a language confusion for non-native English speakers. Nation, country, state, a people, nationality, ethnicity, citizenship etc. are used in confusing ways for speakers of other languages.
For many, "nation state" just means an independent state (roughly speaking, a UN member, note also that the UN is called United Nations), because just saying "state" could mean a subdivision, such as a US state. And "country" can be confused with the subdivision of the UK (they call, e.g. Scotland a "country").
In more precise contexts of political history, "nation state" mostly refers to modern (post-World War I) countries that more or less correspond to a people speaking the same language and having the same ethnic identity. It delineates nation states from the previously more common multi-ethnic empires and kingdoms, such as Austria-Hungary or the Holy Roman Empire etc.
Similarly, in English, nationality is often an exact synonym for citizenship, while speakers of other languages expect it to mean ethnicity, e.g. an ethnic Hungarian in Romania with Romanian citizenship would be considered a "Romanian national" in English-language news. This often makes people confused/angry. Also, in some contexts in English, "ethnicity" is more like a euphemism for something like "race", but not quite (e.g. in the US "Latino" is considered an "ethnicity" but not a race). In that sense "Hungarian" would not count as an "ethnicity" at all, but still phrases like "ethnic Slovak" refer to a minority group in a different country than Slovakia. But also "ethnic" can also just mean with "exotic foreign origin", e.g. "ethnic food" or "an ethnic woman" (this was really weird when I first read it). But I digress.
