First, it seems to me that the Bible clearly doesn't require Christians to close their eyes in order to have a more 'spiritual' prayer. Jesus did say in Matthew 6:6 "But when you pray, go into your room, close the door and pray to your Father, who is unseen. Then your Father, who sees what is done in secret, will reward you." Note that Jesus teaches the disciples to close the door, and not the eyes. Doors have to be closed i think because Jesus wants the prayer to be sincere and not a self-performance in front of many people. Therefore the main thing about prayer is a sincere and honest heart, and not a ritual eyes closed.I'm positive there are myriad reasons for keeping our eyes closed, if for no other reason than it closes out visual distractions. Could the state of our eyelids really negate communication with God? I think not. Still, even if someone proves that keeping our eyes closed is theologically unnecessary, I think most people would continue doing so.
Third, we should be dare enough to continually question our tradition. If we believe in Sola Scriptura, then every tradition must always be renewed and aligned with the teachings of the Bible. It means that we will never give tradition a status of ex cathedra. Tradition is not infallible. Yes, tradition is very important for our theology. One of the Wesleyan Quadrilateral is tradition. However, it should be understood also that the only reason why tradition is so important is because in building theology we have to know our history and our past that has formed us now. It is completely wrong if we use tradition as a reason for us to be rigid and changeless. It is not the purpose of being familiar with tradition. When we know and become critical to our tradition, then it will help us to grow. We can learn from our past mistakes and then improve ourselves for a better and brighter future.
Nothing can silence the ever-present chiding of your 3rd grade sunday school teacher.
[During a "rebellious" streak in college I experimented with lots of ways of connecting with God, eyes open whilst praying being one of them. It was a very weird experience the first couple of times (protip: God will connect with you anywhere, anytime and in pretty much any way if you're truly seeking).]