It’s a reflex! Sneezing is a reflex and so is closing of eyes. We have no control over our sneezes or our closing eyes while sneezing.
There's much mystery surrounding our sternutation reflex a.k.a. the sneeze, the elusive “Acchoo”. We help solve the mystery!
Many scientists assume that we close our eyes to protect ourselves from any germs that come flying out during a sneeze; but, it may also be because of a natural reflex that's associated with sneezing. This action serves to protect our cornea from fluids that are released through the nose. However, that is considered unlikely as the sneeze sends the particulates away from the face, not towards it. The more likely reason that eyes close during a sneeze is for no reason. It's just an involuntary reaction with no real purpose.
Sneezing helps your body release irritating materials from the nasopharynx. It is a body-wide reflex in which a lot of muscles contract like the abdomen, thighs, back, and even the sphincters. It is the reason why some sneezers shed a few tears, jump or urinate slightly. The nose and eyes are closely intertwined by the cranial nerves, so the stimulation from the sneeze travels up one nerve to the brain, then down another nerve to the eyelids, triggering the eye to blink for most people. However, it's possible for some people to sneeze with their eyes open without the fear of their eyes popping out!
So it's a pretty disappointing conclusion: the body forces your eyes to close during a sneeze, but there's no real purpose for this action. Although, the sneeze sure has its benefits, as it is the only reflex that warrants a "bless you" from total strangers.