The Bikram series insists on eye always open, for the whole 90 minutes. I've had some issues with that instruction that I won't go into here. What I heard once from a favorite instructor on this subject was that each day is different, some days you may be distracted by the physical world, maybe you need to look inwards, so close your eyes. The flip side is if you're distracted by internal thoughts, open your eyes and find a point of focus outside of yourself.

Side note: after teaching yoga/meditation in the psychiatric setting, I quickly learned to proactively give permission/choice to keep eyes open or closed in meditation, or not lay down in savasana.