A sneeze arises to eject out bacteria, virus or some possibly allergic foreign substance. It’s kind of an explosion that throws out the air from our lungs at maximum speed of 160 kilometers. All the muscles of chest, neck and face have to contract to create this explosion. These include the muscles attached to eyelids as well. That’s the reason eyes can not be kept open while sneezing. This a reflex action, so however hard one tries one can’t sneeze with eyes open.