What is the reason that my husband now wants to keep his eyes closed all the time? Even when he is eating?

It takes muscles to keep the eyes open.
So with dementia having to do all the things a body has to do to function some things go by the wayside as not being important.
It may also have to do with him trying to concentrate on what he is doing. So he is eating, that takes a lot of steps if you think about what he does. Lift a fork, put food on it, lift the fork to the mouth, open the mouth, insert fork, remove food from fork, remove fork from mouth, close mouth, chew, swallow. And I am sure I have skipped steps between.
If he is having problems with his eyes, blurry vision, closing the eyes might be a way to shut that out.
If this is the ONLY thing that is frustrating you you are a very lucky woman. Don't let closed eyes bother you one bit.

I am so very glad Geaton found the recent posting of this question. Other than responses there I am afraid this falls under the heading of so much we don't really know or understand.
The brain has incredible plasticity and forms different ways of thinking/being. Interesting along these lines is the fact that some people blind for most of their lives cannot adapt to seeing with their eyes, and prefer keeping their eyes closed and "seeing" with their hands.

Also interesting is that those who are deaf and use sign language, when having MRI's show responses in the "hearing" portion of the brain, not the portion for eyesight.

There's more we don't know than there is that we DO know.

A similar question was asked recently so here are those answers:

https://www.agingcare.com/questions/is-it-common-for-a-man-95-to-constantly-close-his-eyes-while-eating-while-sitting-while-listening-to-487015.htm