I am so good at sleeping I can do it with my eyes closed!
Why this joke works
A Boast With Nothing to Prove
Being able to do something with your eyes closed normally signals impressive familiarity or skill. Sleeping makes that boast collapse: closed eyes are an ordinary part of the activity. The speaker sounds proud of overcoming a difficulty that was never there. Give the opening the confidence of someone announcing a real talent, then let the final sentence remain calm. Exaggerated snoring would distract from the language doing the work.
A closer look
A Closer Look
Compare this boast with solving a puzzle without looking. In that case, removing sight could make the task harder. Here, the supposed handicap helps establish the expected scene instead. The contrast makes the speaker amusingly self-satisfied without needing a competition, an insult, or a listener who actually struggles to sleep.
Fact behind the joke
Fact Behind the Joke
Cambridge records two uses of the eyes-shut expression: doing something easily through familiarity, and moving through life without noticing things. Those meanings depend on the surrounding sentence. This joke activates the skill-related use, then replaces the idiom with a plain description of what the speaker’s eyelids are doing.