I'd say it's just a natural reaction. No, it's not because your eyes will fall out if bạn don't. It's practically impossible, since your eyes are fixed into place via the optical nerve along with muscles and tendons. Yup.
bạn aren't the only one who ask this. Actually this câu hỏi had been stuck in my head for like two years hoặc more. I heard that this is an uncontrolled reaction during sneezing, it's just like when your hand touches something too hot and bạn pull your hand without thinking just as a reflexive movement due to some sensory signals that your nervous system gives and an ordinary result to something like so.