Just idly pondering the idea of applying for a job there. What’s the cost of living like? How would it be to be an American ex-pat there? Would it be difficult to get around for people whose French is pretty rusty (and whose German and Luxembourgish are non-existent)?
My impression from visiting is that most people in the City don’t speak French except as a second language. I was able to use German everywhere.
As for the City, it’s well worth seeing. But if you think that because it’s a “European capital” it’s going to be a huge place full of diversions like Madrid, Berlin, or Paris, it isn’t. In other words, it’s not the most exciting or interesting place in the world once you’ve seen what there is to see. By American standards it’s a small town. Still, you’d be within easy reach of a dozen other places you’ll want to visit while you’re there.
As for how American ex-pats are treated, I haven’t heard anything in particular. FWIW Patton is buried there, and they keep an eternal flame going at the grave.
Spent a day there, one year. 
Seriously, found it a nice small town, by US standards. People were nice, museum was nicely done, went to the Greek restaurant down in the rock that night, and was treated nice.
It was ages ago, but I also spent a day and a night there that seemed like an eternity. I found the people to be extremely rude and it is the only country I have ever visited that I never wish to return to visit again - ever.
There was a tour guide for backpackers back in the day - forget the name of the guide - but to paraphrase their comment:
“Luxembourg makes Mordor seem fun and friendly in comparison.”