Susan Piver describes why in an email subscription I recently received:
Regarding the eyes: people often wonder why they're kept open during practice, saying that it's just too distracting or that it's easier to become peaceful with the eyes closed. Duly noted! And if the point of meditation was to minimize distraction and feel peaceful, this would be a problem. But the idea (of this practice, in any case) is neither. Instead, it is to find a sense of steadiness in the midst of all distractions and to cultivate acceptance of any and all mind states: including peacefulness, but also extending to irritation, ecstasy, sadness, dullness, silliness, sharpness, and so on. If we try to cut out all mind states but one, we miss the glorious wakeful brilliance of things as they are, of ourselves. So when you practice, keep your eyes open and the gaze soft. Feel what it feels like to open to your world, to sit with it all, and to relax. This is an extremely dignified thing to do.
There's a time and place for closed eye meditation but the kind she's talking about here has been taught for generations and doesn't contribute to the divide we feel when we meditate with our eyes closed and then have to go back to our "normal" lives.