That's an interesting thought, but I would suggest it's the simple answer: the skin around your eyes is already fairly thin compared to areas that experience frictional forces more often such as the soles of your feet or palms of your hands, so your eyelid would also be a similar thickness to your face skin.

I don't think having thicker eyelids would be much of a disadvantage considering it's not readily visible so predators wouldn't know who's vulnerable like they do when hunting the young or injured, and since humans are social creatures any attack on one would alert the others via sound. Furthermore, how often would a threat cast a shadow over your face before it made itself known in other ways? Probably not enough to give an advantage to one-ply eyelid people to pass on thin genes over thick genes in enough of a way to cause human evolution to run that course.

It's possible, I just don't see it being likely. Like most traits, I think it's just random and has negligible impact on survival/reproduction meaning it doesn't change.

I could be wrong though