Hmm, doesn't take much to make you speechless...
I could imagine that Cargolux prefers to have its pilots to live close to Luxembourg to prevent the situation where people have a long tiring commute before the start of their duty.
A substantial number of people in Cargolux do commute but I have the impression most of them travel towards Luxembourg the day before their trip and stay in the Ibis or Etappe at walking distance from the office or have a shared apartment in the vicinity.
This way they can start their duty well rested.