In a biography on Leopold II of the Belgians that I have, I've read that his personality derived from the treatment he got from his parents; when he was born, in 1835, his parents had just lost their first baby, Leopold "Babochon", who died of convulsions. He had been Leopold I's favourite child, and he loved the baby so much that he never again would bestowe so much affection on any other children he might have. When Leopold II was born, he wasn't expected to live, and his particularly ugly features (especially his long, characteristic nose) made him particilarly unappealing to his parents.
Leopold II was definately closer to his mother, but he still lacked the family affection most children need even at an early age. This fact haunted him all his life, which is why he wasn't particularly paternal himself toward his children, except towards the end of his life when he fathered two sons by a "Madame Caroline Delacroix", a prostitute -according to Wikipedia-.
His daughters were all very different from one another. Louise turned out to be frivolous; she had urged her sister Stéphanie to marry the Crown Prince of Austria, but after the marriage she got quite close to Rudolf, which explains why she and Stéphanie didn't get along too well after Stéphanie's wedding. However, both couples were quite close since Rudolf and Louise's husband were very good friends (it was Philipp of Saxe-Coburg who found Rudolf's dead body in Mayerling).
Stéphanie was overwhelmed by her marriage to Rudolf, but it remained an unhappy match during the short time the couple lasted together. She wasn't liked at the Viennese court; Empress Elisabeth foudn her plain and boring -it is well known Stéphanie was-seemingly at least- a very dull person. Emperor Franz Josef was too busy with political matters, though he did appreciate his daughter-in-law (and his granddaughter Elisabeth remained his favourite grandchild). She was estranged from her father after her marriage to Elemér Lonyay (he was created Prince in 1917), even though she tried to carry out a reconciliation at her mother's deathbed in 1902 (he refused to enter the room, and Belgian societ judged his reaction too harsh and unmerited, especially at such a time).
Clémentine was by all accounts Leopold II's favourite daughter, though she wasn't allowed to marry her love of her life, Prince Napoléon, until after her father's death. She was the only one who married the man she wanted, except from Stéphanie and her marriage to Lonyay.
