Not to mention that Luxembourg was, historically, part of the German Confederation up until its dissolution in 1866 and went through several annexation scares (or annexation flirtations, depending) between then and WWI. Depending on the circumstances, some Luxembourgers advocated union with the Netherlands or Belgium, while at other times the Germans seemed to be winning support. I'd imagine that 16 years' time would be enough the legitimize the Kaiser's rule, given the precedents.