Sneezing is normal physiological phenomenon. The sneezing is caused by the irritation in the nasal membrane due to many reasons like infection, allergy to pollens, dust or smoke. During sleep we do not sneeze because the reticular process, a part of brain that control sleep, does not allow many stimulus including those of sneeze to come in to central nervous system. So we do not sneeze while sleeping.
Believe it or not you do not sneeze when your eyes are open according to doctors you close your eyes for a split second so that your eyes do not pop out of your head when you sneeze. Therefore you always have your eyes closed when you sneeze.Believe it or not the sun can trigger what is called sun sneezing. Or a ocular trigger to sneeze when bright sunlight/light first hits your eyes for a prolonged period of time. Www.madsci.org/posts/archives/1997-08/865380242.Me.r.html