Prayer is a private interaction or discussion between you and God or any other god.
In the Bible Prayers has been described in many ways either by standing, sitting, arms raised or kneeling, but there is not any verse or quote from the bible that says the eyes should be closed during Prayers.
The main reason behind the closing of our eyes during Prayers is to avoid distraction and focus on the conversation instead of focusing or using our eyes to communicate with others.
In most of the Africa countries Religion or tribes looking directly at a king or any ruler is abominable thing or unaccepted act but the right way is to close your eyes or look downward during conversation.
Many Protestant sources make a point of noting that the Bible does not actually say to close our eyes. Jesus’ explicit teaching on prayer in Mathew 6 and Luke 11 certainly makes no mention of closing one’s eyes. But that doesn’t mean there isn’t a theological basis for the practice. That might come in Matthew 6: