In Act V Scene i we see the Doctor and the Gentlewoman observing Lady Macbeth's sinister night time ritual of washing her hands after the murder of King Duncan. The Doctor comments-DOCTOR: You see, her eyes are open.
Lady Macbeth is sleepwalking, and her eyes are literally open. However, this could be interpreted as a pun as she is also able to 'see' why she is in such at terrible psychological state. Similarly the Gentlewoman's response also has a double meaning-GENTLEWOMAN: Ay, but their sense is shut.
Lady Macbeth is not alert to those around her and cannot see them as she is in her sonambulant state. She is also 'blind' to the perilous future her and her husband have unleashed on themselves having killed the king.