Some people sneeze because they are allergic to pollen or some other foreign object in the air, some perfumes, strong odors etc. While some people sneeze because they're body is trying to clean itself in a way. Like in a pre cold people sneeze as a sign of coming down with something as to warn you.
People sneeze to get rid of the bad things in the nose such as germs and other foreign bodies. However, sneezing is a reflux and some people can sneeze with their eyes closed while others can do it with the eyes closed.