I thought it was strange too that he had his eye sewn shut rather than just continuing to close it or wear an eye-patch.
My theory is that it was a question of mental resilience / will-power. He understood that if he could just open his eye or pull his hand or a patch away, he would keep on doing it because it's so unfamiliar, confusing, and frightening to be operating in that homunculi-vision non-stop. He needed to take the ability to look away out of his own hands.