They **do not** cover their eyes. They use sunglasses/dim glasses for protection. 

Since they are known for having the characteristics of insects, we can assume that they have crepuscular vision - meaning that they are most active in twilight/low light/night. 

Therefore, using their naked eyes are like humans using Night Vision goggles. Just imagine the amount of light they will receive during daylight.

Source: [Insect Vision](http://cronodon.com/BioTech/Insect_Vision.html)