Belgian Kings have never abdicated, they all died while being king. The only King who did abdicate was Leopold III, Baudouin's father, and that was because the country was in a rage over him marrying Liliane during the war (or something like that)(I believe over half the Belgians wanted him to go, or they would abolish the monarchy). An abdicating king might bring about nasty memories in Belgium.
Besides, some people believe Baudouin wanted Philippe to come after him, and not his brother Albert. Philippe has been trained as a Crown Prince ever since he was born, even though his father still came before him.So that may have something to do with why Baudouin didn't abdicate.