It's German, not British. When Belgium was founded, the fear was it would immediately try to join France. So when a French noble was offered the throne, he actually said no, quite a blemish for the young nation. A surplus German noble was crowned, which was palatable to the English as it balanced things out a bit.

"The British branch was officially renamed to House of Windsor by British king George V in 1917, during the First World War, amid anti-German sentiment."

https://en.wikipedia.org/wiki/House_of_Saxe-Coburg_and_Gotha