On the one hand, sneezing is a defensive reflex of the human body, it starts with a deep breath. Our body in expelling foreign body in nose will need a very stressful pressure, the air pressure can make out about the speed of 150 km an hour. If sneezing with eyes open, the lacrimal gland duct could seriously be hurt or even injury to the optic nerve. In order to protect the fragile eye, in the long term evolution, we have gathered the instinctive reaction of the brain. On the other hand, close eyes sometimes can reduce outside interference, sometimes you want to sneeze, but just someone to talk to you or give you a pat, then it is probably just sneezed out.