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Not 100% sure, but, I believe it could be because KHCoM included a lot of scents. I'm replaying it right now trying to figure out why they incorporated the scents, and trying to see if they incorporated sight.
I also believe it was due to darkness. As in, he could see the true darkness within his heart.
he wanted to embrace the darkness(and its power) in order to defeat and capture Roxas. So he blindfolded himself, or else his eyes would still show that he is not an entity of darkness, in order to fool his heart, he had fool his eyes.