To say that it’s impossible to sneeze with your eyes open isn’t entirely correct. The process that produces a sneeze affects many parts of the body, especially the muscles of the face and abdomen. Part of that sneezing process affects the muscles that control the eyelids, and your eyes close as a reflex when you sneeze.
You can, however, fight this reflex in much the same way that you can fight the gag reflex when you try escargot for the first time: If you know what’s coming, you can prepare yourself for it. Certainly, if you feel a sneeze coming, you can physically force your eyes to stay open when you sneeze (and no, your eyes won’t pop out).