Closed, nearly always and lights off or way down. I do leave my glasses on but I am not distracted by them. Always at night for a serious listen.
Someone said they keep them open as if at a concert. You are not at a concert, you are trying to recreate one. Watching your speakers or the lights on your components is not at all like watching a live performance where the whole visual aspect is a good part of the show. Hard to imagine yourself at a show with your eyes open..........at least it is for me. Not like you can literally "trick yourself" but you can sort of imagine a bit better with eyes closed. at least I can. I don't tolerate talking either. Shut up or leave. :)