Dudes, females close their eyes cuz they want the man to take them in and return the passion that they want to feel in the kiss, simple as that. That turns them the fuck on and gets the juices flowing if ya know what I mean.
If she ain't closing her eyes with you (it's not like you're doing it wrong), she ain't feeling it in the general use of the term and that is the last thing you want. Most women want to be swept off their feet and it's up to you to give her that experience which she won't forget, hence keeping her coming back for more. Sex is a little different in that realm. Getting her off with your torpedo, your tongue or your hand is all the same, it'll unleash her desires for you and she won't forget it. If she finds you attractive which puts you in the situation to get frisky with her in the first place and you provide the release she needs, you're set. By and large, chicks want good looks, confidence, decency, trust and you being upwardly mobile. If you got 1 or 2 of them if not more, not only are you a commodity but you're miles ahead of the next guy and you'll stand out in their mind. Believe in yourself and project it for her to see and you'll be a happy camper w/ room to wiggle.