Sneezes are very powerful because it is not involved the nose. On one hand, it needs strong pressure to pull gas out liver, mouth and nose when you are sneezing. That is to say, it is a reflex response that involves the muscles of the face, throat and chest. You have to close your eyes when you sneeze because the muscles that close your eyes are part of the reflex response as well. On the other hand, you need highly concentrate on sneeze thus you can finish the whole process. You would not be disturbed by outside when you are closing your eyes.
When we sneeze, the eyes always close unconsciously? It is a very interesting question. On the one hand, the production of sneezing needs a lot of force to eject from the gas, so our muscle will shrink. Considering the eyes and facial muscle are dominated by facial nerve, therefore we will automatically close the eyes. On the other hand, when you sneeze, the nervous system should be highly concentrated to complete a series of reflection. You may have such experience, you may try to close your eyes to reduce the interference outside. However, if someone bother you when you want to sneeze, maybe it probably do not come out.