I have never said anything to her about it and do not think I should say anything, but this does not seem natural or normal to me. What do you think?

I think it’s perfectly normal, for her. I don’t like the word normal because it implies that we each have to be like everyone else, and the reality is that we’re not. We’re all unique and we should appreciate each other for our uniqueness, not try to make everyone conform to whatever is considered “normal.” Having said that, keeping your eyes closed during sex is certainly not abnormal. Lots of people need to concentrate in order to have an orgasm, and so they close their eyes in order not to be distracted by anything they might see. Everyone doesn’t need to do this, but many people, especially many women, do, and so I’m glad you haven’t said anything and I would encourage you to remain quiet about this because if this is what she requires, she shouldn’t be made to feel self-conscious about it.