The reason why we sneeze with our eyes closed is because sneezing is a reflex action. However, there are people who can sneeze with their eyes open. Scientists have come up with a theory that sneezing while our eyes are closed is meant to protect our eyes from microorganisms.
I believe that it's the body's inner protective mechanism acting to shield our eyes from any foreign matter that may be distributed about our face as a result of the force of air that is expelled when we do sneeze. This is my own personal opinion.
Some people have said that the force behind a sneeze is as much as 200 mph, and that the eyes can be accidentally pushed somewhere (not like out of your head)...others say it is purely linked to facial muscles that contract off reflex...and I suppose it's to protect our eyes from the micro-organisms that are in a sneeze and to prevent that from infecting our eyes
Sneezing is an action taken by the body to clear the sinuses of foreign material, such as dust. Dust, which is partially made from dead skin cells, is a good substrate for carrying and growing bacteria. When you sneeze your eyes close in a reflex action to keep dust, bacteria, and other stuff that might be disturbed and thrown into the air, from getting into your eyes. Your eyes, by the way, would be an ideal spot for bacteria to germinate and grow.
I seen on Discovery Channel that when we sneeze our brains actually cease to function! Therefore, it is impossible to keep your eyes open when you sneeze because if the brain is not functioning then it cannot relay to our eyes the function to stay open. Strange huh?
I've heard a rumor that if you sneeze with your eyes open, your eyes pop out of their sockets. even though this may not be entirely true, it may kinda be so. therefore we instinctively close our eyes so they don't do that.