It's not a choice, but a rule in Ashtanga yoga.
I remember: years ago I went to a Jivamukti class. We did an exercise for the right side of the body. After having done it, we should close the eyes to feel the difference to the left side. Why not. This can really be an experience. Yet Ashtanga yoga is different.
Inside the body we engage the bandhas. We can feel this. It gives us stability when we practice.
But we don't close the eyes and see what's going on inside. We keep the eyes open. The correct dristi helps to practice the asanas correctly. An example: When I practice paschimottanasana and when I look towards (not "to" because this is often not possible) the toes, my back straightens comme il faut. Having the eyes closed seduces to round the back more than wished.
The eyes are open in Ashtanga yoga and there is a gazing point. This has a reason. The eyes remain stable, they don't move and this calms the mind. Thoughts disappear. Rapid eye movement and thoughts belong together. To calm the mind is wished when we practice yoga. It's relaxing when we don't worry about anything.
Applying dristi also gives the opportunity to learn not to be distracted all the time by whatever moves around us. I exercise to stay focused when I keep my eyes calm and when I stare at a gazing point. This gives my practice intensity.
Things get done when we are able to focus also off the mat.
Being able to concentrate allows us to learn what we want to learn.
In India students practiced yoga to improve their ability to concentrate when studying.
I just returned from a led class. It was so excellent. My vinyasas got to much better. I sweated. My body was so soft, so flexible. Not much resistance was felt. This is it what I want to do on a daily basis I thought. My mind was jumping up and down enthusiastically when I was on my way home. On the mat I don't think so much anymore. I breathe on the mat. I gaze at the given dristi, I engage the bandhas and practice the asanas/vinyasas. This is enough.