hi,
It is not unusual for a premmie to have its eyes shut a lot of the time so soon after being born, it took a while before ours opened hers for any length of time but she did when she was ready. Some do open them from the beginning but some do not , every baby is different.
Premmie's often instinctively keep their eyes shut at first as it helps protect them whilst they are still developing. A babies eyes are not actually fully developed until about 42-44weeks so even now he will not be able to focus very well, and probably just sees blurry shadows, so it's understandable he keeps them shut.
The Doctors/Nurses in the NICU units are brilliant so he is in the best possible place, they
would have told you by now if they thought it was unusual. don't forget they monitor them 24/7.
Hope this helps