Unless a reasonably big club comes in for him I'm pretty sure he'll stay on with Belgium. However, after the emotion of their semi-final defeat dissipates, the harsh reality is they their 'golden generation' will know that they missed their best chance of winning the ultimate prize: tournament in Europe, they all had WC experience from 4 years earlier, most of them in or around the peak of their careers, everyone fit and in form, Germany, Argentina, Spain, Portugal all knocked out, Italy not even in it.
Then a great win over Brazil left only France as serious opposition but they blew it. The much criticised Deschamps totally outwitting Roberto - Lukaku snuffed out, Hazard, after a great opening half hour, forced to retreat to the halfway line in order to touch the ball, Belgium constantly caught on the break, another Roberto team conceding from a set-piece; "We were only beaten by a set-piece goal," said Roberto afterwards, the kind of utterance we became used to at Goodison, suggesting that might be one lesson that he's not learned from his time here. By the end, with better finishing, it could have been 3-0.
I've no idea whether it was Roberto or Henry calling the shots, or the senior players for that matter. There's often rumours of that sort at World Cups, including some teams that won it, let alone failed. He deserves credit for the win over Brazil but not much else.