I wouldn't be so sure if there really is no direct connection between Rosa Luxemburg's surname and the country of Luxembourg. Rosa Luxemburg's family "probably" moved to Poland from Germany a century or so before she was born, according to Rosa Luxemburg scholar Dr. Rory Castle Jones; and every surname origin site I can find says that Luxemburg is a Yiddish toponymic surname for someone from A Place Called Some Variant of Luxembourg, seemingly most commonly That Luxembourg You're Thinking Of.

Now granted, surname origin sites aren't the best source out there, so I'm of course not going to assert that Rosa Luxemburg's ancestors must've come from That Luxembourg… But insofar as Rosa Luxemburg's family tree before the 19th century is described in "probablys" more than in given names, then the possibility is there, right? With centuries of poorly-attested Ashkenazi migrations eastward, including expulsions of That Luxembourg's historically large Jewish community, it isn't hard for me to imagine.