Yes, it is advised to keep your eyes covered during a red light therapy session. You may be wondering how then eyesight may improve, yeah? These are some useful clinical research that are quite definitive on how this happens.
ncbi.nlm.nih.gov/pmc/articles/PMC5436183/
ncbi.nlm.nih.gov/pmc/articles/PMC4768515/
Do let me know if you need further info on this.