Imagine just chilling in the dark, minding your own business, and some asshole comes at you with a light as bright as the sun, and you can't even close you're eyes because you don't have eyelids.
Everyone here is talking about how not having eyelids is messed up while I think being able to rotate your eyes either completely upward or completely forward is crazy!
(Also having no eyelids to protect against the aggressive blinding lights of your predators/prey probably beats having your eyes destroyed by said predators/preys toxin spewing tentacles any day if the week!)