Because there is water in the womb, so the baby should have their eyes closed to keep the eyes from the damage of acidic substances of the womb. But when they are born, they need some time to adapt to a new environment. At this time, baby's eyes are very tender and not fully developed.
Many people are born with their eyes closed while a few may open their eyes as soon as they are born. I think human beings are like other animals, baby should keep this intrinsic reaction to prevent from harsh light such as lamp light or sunshine. Or the baby just need time to adapt to an environment that is totally different from the environment that in the womb.