Do you have any reference to your story? Because this is not the historically accepted one. From Wikipedia (https://en.wikipedia.org/wiki/Leopold_III_of_Belgium#World_W...):

"On 24 May 1940, Leopold, having assumed command of the Belgian Army, met with his ministers for the final time. The ministers urged the king to leave the country with the government. Prime Minister Hubert Pierlot reminded him that capitulation was a decision for the Belgian government, not for the king, to make. The king indicated that he had decided to remain in Belgium with his troops, whatever the outcome. The ministers took this to mean that he would establish a new government under the direction of Hitler, potentially a treasonous act. Leopold thought that he might be seen as a deserter if he were to leave the country: "He was resolved to remain with his army and amidst his people so as to share their fate."[6] Leopold had long had a difficult and contentious relationship with his ministers, acting independently of government influence whenever possible, and seeking to circumvent and even limit the ministers' powers, while expanding his own."