Their eyes are held into their eye sockets less strongly via skin, eyelids, and cartilage, and instead helped by the subtly lower gravity of their planet.
If, their eyes are kept from falling out of their eye sockets by a bit of gravity that allows their eyes to avoid going down a sloped retina, which might provide some additional features to their eyesight, especially on their home planet. Maybe the ability to easily dislodge eyes is a feature on their planet - able to easily give them the ability to look behind themselves without having to turn their heads, or an ability to look at the sides of a wall to keep predators at bay.
The problems come when they go anywhere outside of their home planet - the ability to push their eyes down to dislodge becomes a defect when it happens automatically due to increased G-forces on a spaceship, or general gravity on other planets.
Given the unpredictability of when this will end up happening on other planets, or in space, and the issue of appearing as if this isn't a feature of theirs to other species, they opt to wear protective eyewear, that keeps their eyes firmly in place - with just enough friction available to move their eyes normally to look around.
Could they test if a planet has less gravity in this particular place to justify going eyewear-less? Maybe, but they instinctively have learned to not risk it.