People kiss with their eyes closed cause that's a romantic expression you're exhibiting. It's like a guy kissing his girlfriend. He holds her around her waist, closes his eyes, she closes hers, and they kiss on the lips. They are expressing how much they love one another.
I think it's to savor the moment. Kissing is intimate and I feel intimacy should be savored, so, yeah. It's just like having a bite of delicious chocolate cake, you take a bite and you close your eyes with a 'mmm'. You savor the flavor.^-^
I think It's natural, when couples kiss each other, they close their eyes automatically.