nay... as Axl, skittle et al said, I find it easier to concentrate on the sensation if I keep my eyes closed/semiclosed. Actually I keep them non-open not only during orgasm, but for most of the session.
If you deprive one sense, you more easily focus on the others.
I think that I usually squint my eyes. But sometimes it just seems so intense that I close my eyes, lean my head back with my mouth open, and just exhale heavily.
Then collapse, and inform whatever girl that she needs to go make me a protein shake.
I leave them open. Especially when i need to aim. Sometimes after edging for a while and letting the orgasm build up its nice to watch a couple ropes shoot out and see where they land.
I think there is really extroverted sex, and introverted sex. You can "cum inwards" or "cum outwards" depending on what the situation is. Sometimes I like to watch the orgasm while it's happening and other times I want to close my eyes and experience the full sensation. Though I have to admit, my inclination is to close my eyes. When I keep them open my eyelids still feel heavy.
I'll have to think about this in qi gong terms because there must be more to it. I know there are meridians that govern the opening and closing of the eyes, so I wonder how orgasming influences them.
I sometimes close them, sometimes I don't. When it's a good orgasm they just shut automatically.
My eyes go really mellow looking when I've ejaculated though. So when I've had a good orgasm and had my eyes close automatically. I open them a little bit and just look really mellow and the happiest guy in the world :D