From the World Heritage inscription:
Because of its strategic position, Luxembourg was, from the 16th century until 1867, when its walls were dismantled, one of Europe’s greatest fortified sites. It was repeatedly reinforced as it passed from one great European power to another: the Holy Roman Emperors, the House of Burgundy, the Habsburgs, the French and Spanish kings, and finally the Prussians. Until their partial demolition, the fortifications were a fine example of military architecture spanning several centuries.
While not the smallest country in the world, Luxembourg is still pretty small, and there isn’t a whole lot to see. A day trip to Luxembourg would probably be enough to see everything there is to see. It is one of the wealthiest countries in the world and one of the most expensive places I have visited in my travels.