What are the causes of? Dry eyes? Even when closed?

Many reasons. Dry eye has several causes. Usually it is due to increased evaporation rate (dry wind blowing in your face, staring at a computer screen all day, etc). Or you may not be making enough tears (medication side effect, certain medical conditions etc). You may be sleeping with you eyes slightly open, in which case ointment (genteal /lacrilube /refresh pm) at bedtime would help.
Dry eye. Dry eye causes: age, hormone changes, autoimmune disease, lid disease, systemic or topical medications, or manty other causes.