I agree with Akritas. I may not be a Greek mythology expert, but I've read a decent amount. I've never heard anything about Zeus being blind and, considering all the stories that involve him, think it would have come up.
You're right about the box art. My guess is the artist painted it that way to make it look supernatural, to make him appear non-human. Maybe he was trying to do something like glowing eyes, though I don't think the shading on the face suggests that. Regardless, I seriously doubt the artist was trying to make him look blind. If anything it was to give him an other worldly appearance.