Harry felt empty, like he'd been hollowed out and all that was left was a thin layer of skin to hold him together. A deep fear gripped him and Harry just knew if he opened his eyes, his world would be changed forever. Compared to the fear, the nightmare of seeing Sirius walking toward the veil over and over again seemed like an approximate alternative. At least he'd be seeing Sirius and not a world where Voldemort existed again.
Besides, he couldn't open his eyes if he wanted, he felt that weak.