I recently had a very similar discussion on this post: Withdrawing 3a pillar when leaving Switzerland - #27 by Patirou
My tax advisor told me the same thing: we have to pay withdrawal taxes in Switzerland, which are low and optimized for Finpension, and then we’d only be doing a money transfer from Switzerland to Belgium and therefore there would be no tax applied to such a transfer. It’s just a transfer, it’s not a taxable event.
But same as you, I still find it hard to believe 
Anyways, I’d be very interested in getting your feedback from that experience! I myself am planning to not work for 3 months after leaving Switzerland so that I can withdraw the entire pillar 2. Nevertheless, if I can’t for some reason, I will do the same as you: move it to a vested account and use it as possible.