Actually, no one really knows.
''It is unclear, but scientists theorize that we close our eyes to protect them. We may be protecting our eyes from microorganisms and particles from our sneezes," said Dr. Bonnie Henderson, director of comprehensive ophthalmology at the Massachusetts Eye and Ear Infirmary. But it could also be simply because a sneeze is a kind of bodywide reflex in which a lot of muscles contract, not just in the nose and throat but also those in the diaphragm, the abdomen, thighs, back, even sphincters (which is why some people with stress incontinence may urinate slightly when they sneeze).
Researchers aren't sure exactly why the sneeze reflex happens, but whatever neurological message tells the eyes to close probably comes from a primitive part of the brain called the medulla oblongata in the brain stem, Henderson said. And, it's not just an irritation in the nose that can trigger a sneeze; some people, probably because of genetics, have a photic reflex, which makes them sneeze in response to sudden, bright light.
And, in case you were wondering about that old wives' tale about the heart skipping a beat when you sneeze, rest assured: It doesn't, though it may pause for a fraction of a second before resuming its normal rhythm, said Dr. Thomas Graboys, director of the Lown Cardiovascular Research Foundation in Boston. That pause is believed to occur due to a change in intra-thoracic pressure, or pressure in the chest, when you sneeze. That pressure may stimulate the vagus nerve, which in turn slows the heart rate down for a brief moment.
This is not dangerous, Graboys noted. But it's believed that people began saying ''God bless you" when a person sneezes because they believed that, in that brief moment, you were between heaven and hell, and, if you were blessed, you'd be saved from damnation.