Usually open.
Same for making out. I simply never got in the habit of every closing my eyes during brief or drawn out kisses, so it stuck around once I started having sex. Though when it comes to making out, I’ve gotten moreso into the habit of closing my eyes because apparently it weirds girls out. 
And then they like it when my eyes are open and looking at them during sex. Can never make up their mind, amiright? 
Being looked at and watched during sex is a total turn on. When making out though, kissing in particular, I often close my eyes. 
Open, always. Closed seems like it would be really weird. My husband and I generally have eye contact going on through most of sex (position allowing, of course).
If you do it doggystyle you can both watch TV.
I don’t like closing my eyes, but I don’t like the distractions that turn me off. Like a messy room. Soemtimes I prefer the lights dimmed or off. It heightens your other senses.