I find that when my eyes close subconsciously, two things happen. 1. I am really really in the zone, and my playing is always much better than normal, and 2. I tend to listen much more intently on the players around me rather than my own playing. It's sort of like my playing goes on autopilot while i can listen to others. It hasn't hurt me yet, and it feels real good so i guess i wont be stopping any time soon.