I thought I'd been to this station but I mixed it up with Bruxelles Midi which is (confusingly - for me) Brussels South. I love train stations. Brussels South (like Brussels generally) is a bit run down and old fashioned. It has a low roof a bit like a cave, but it has its own character. In the last few years police with guns have been visible at all times. So I'm not surprised the man got shot pretty quickly.
Antwerp on the other hand is a beautiful station, maybe one of the best. Don't see so many police there. I wouldn't hesitate to visit anywhere in Europe. You're far more likely to get hurt crossing the road. So be careful in the traffic and forget about the extremists.