It is a TV series title I've been watching recently. Maybe closing the eyes is an idiom that I don't understand?
I think the idiom is adapted from the Chinese version of Mafia (party game).
Players close their eyes "at night". In the Chinese version of the game, it's "天黑了请闭眼" (It's dark, please close your eyes (waiting for something to happen next).).
Also, I think the expression “他来了请闭眼” (He comes, please close your eyes (waiting for something to happen next).) contains elements of burlesque or joke.