Keeping the eyes closed is a recommended method in breathwork and in many mindfulness and meditation practices aimed at calming the mind, gaining awareness, staying in the moment, and reducing stress.
Since it is essential to keep the mind away from stimuli and focus only on the senses during these exercises, closing the eyes makes it easier to concentrate on your practice. By closing the eyes, we move away from distractions and focus only on the breath. The senses become more active, and it becomes easier to notice what is happening in the body. For instance, closing your eyes and focusing on how your belly expands and relaxes with each breath can be considered the first step to mindfulness.
Of course, closing the eyes is not the only way to practise these techniques. In some practices that require you to be fully awake and alert, you are expected to keep your eyes open. Closing the eyes may cause you to be sleepy. But keeping the eyes open does not mean you can keep glancing around. Instead, softening your gaze, fixing your eyes on a specific point throughout the practice may make it easier for you to keep your focus.