It is not the King but the (still demissionary) Government which decides on State Visists. But indeed, he is a son of an Italian aristocrat and his great-aunt Maria-José was the last Queen of Italy.
But apart from that, in the former coal mining and steel works regions in Belgium there are a LOT of Belgians from Italian origin. The first wave of immigrants after WWII was mainly Italian. All flocking to the (then) thriving industrial regions in mainly Liège and to the coal mines in mainly Limbourg.
I am curious to see if the King will meet Prince Vittorio Emanuele (a full cousin of his father).
Royal link to the Italian royal family:
Philippe, Roi des Belges, prince de Belgique x la comtesse Mathilde d'Udekem d'Acoz
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Albert II, Roi des Belges, prince de Belgique x Donna Paola dei principi Ruffo di Calabria
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Léopold III, Roi des Belges, prince de Belgique x Princess Astrid of Sweden
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Albert I, Roi des Belges , prince de Belgique, prince de Saxe-Cobourg et Gotha x Elisabeth Herzogin in Bayern
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la princesse Marie-José de Belgique x Umberto II, Re d'Italia, Duca di Savoia
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Vittorio Emanuele, Duca di Savoia x Marina Ricolfi Doria
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Emanuele Filiberto, Principe di Savoia x Clotilde Courau