To keep our eyes from flying out of our heads! That and we would look just plain stupid keeping our eyes open when we do. It's like why do we close our eyes when we kiss? Seriously, sneezing is a reflex to expel foreign objects from the upper respiratory tract. We close our eyes to help keep them clear when we do.
During a sneeze, tremendous stress is placed on the body. Considerable air pressure is place upon the eyes. This pressure is not enough to pop your eyes out of your head or even make them bulge out, but enough to make your eyes feel uncomfortable from the added pressure.
the God make them close when we sneeze because if we didnt our eyes will get out from our head and you can't control opening and closing your eyes when you sneeze and if you try you will open your eyes a little and this will gonna hurt your eye
Reflex, and because of the fact that your eyeball kinda needs to stay in your head. On a serious note, you sneeze to gets get germs OUT of your body, leaving your eyes open is an entry point for germs to enter your body....again.