Well, as far as I know, some people do have this kind of experience, since eyeliner would absorb the moist around your eyes and even give rise to some bacteria which could lead to eye diseases. Like I said, they would indirectly cause dry eyes. So, you should use less eyeliners so as to better protect your eyes. As long as you pay due attention to your eyes, there will be no problems.
Generally speaking, eyeliner cannot cause dry eyes unless you apply it incorrectly. Dry eyes occur when the eyes do not make enough tears because the oil glands located in the inside of your eyelids are blocked. So when you apply eyeliner in a wrong way in the inside of your eyelids, the oil glands are blocked, your tears cannot function well, hence giving rise to dry eyes.