Turn a (small) torch on and turn all the lights out (do this at night time) Have a mirror handy and put the torch into your mouth and blow your cheeks out.
You will see a similar thing where the red shows through. The blood in the skin give the hue of red.
You can do a similar thing by putting the light f the torch into a clenched fist. If the light source is bright enough the red too can also be less to our visibility.
This is due to transparency of the eyelid. This skin of the eyelid is not that thick, We are daytime creatures and when our eyes are closed it is generally a night time thing. If yo hold the torch in your fist you will see it does not show red through the whole of your hand or fingers. You may be able to make out the bone though. The thinner parts along your fingers will show more red. This is not because the other colours are absorbed or cancelled out. It is the transparency this time.
This is the same for when you close your eye. Depending on how bright the light source is and the transparency of the object, in this case eyelid and the colour of substance it shines through combined with the colour of any inner substance in this case, red blood. Closing your eyes with a light source directed toward your eye will give a red appearance.
I think the other wavelengths gets reflected because of the color of our skin. And Blood should play a role too.
You are seeing the light pass through your blood vessels. Blood is blue when it is lacking oxygen and red when it is filled with oxygen.