Because they want to keep their eyesight.
Many experiments in chemistry are fairly safe. When we do experiments with food, for example, we usually don’t need to wear protective eyewear. If a little salt or pepper gets in your eye, it might hurt a lot, but the tears that come will safely wash the food away.
But when we start to do experiments with chemicals like acids, alkalis, or abrasive powders, or when we heat something up, we want to protect our eyes from the hot or caustic materials.
We also wear protective gloves when we work with some chemicals, or when we work with hot things. But while the skin on your hands might heal and only leave a scar that doesn’t stop you from using your hands, damage to the eyes does not heal as easily, and you can have permanent damage to your vision.
Protective clothing is a good idea when working with most chemicals. It doesn’t hurt to be safer than you need to be, and some experiments with harmless chemicals might make things that are harmful. Keeping long hair away from flames is a good idea – tie your hair back so it doesn’t fall into the flame.
Most protection is common sense. We wear gloves when using strong household cleansers like bleach. We wear dust masks when using sandpaper on plaster walls, or when spraying paint. We wear eye protection whenever there is a danger of flying particles or droplets getting into our eyes.