When you sneeze, the spray of mucus and saliva can reach a speed of 100 mph. So some people have come to believe that it is impossible to sneeze with your eyes open because they will pop out or bulge out of your head. This is actually not true. The eye has muscles including the medial and lateral rectus, superior and inferior oblique, and superior and inferior rectus to keep the eye in place. The optic nerve and the conjunctiva, the covering of your eye that is a squamous epithelium layer also plays a role in making sure your eyes don’t leave its sockets. These structures keep the eye from falling out when you sneeze. So then why do our eyes close when we sneeze? Well, there is no actual answer. It’s just an involuntary reaction that your eyelid muscles contract when you sneeze causing them to close.
If you don’t believe me, here is a video of Adam from the show Mythbusters sneezing with his eyes open.