As far as I know, there is no real evidence that shows that light coloured eyes (ie blue, green, grey) are more sensitive to light than dark eyes. There is some evidence that shows that people with light coloured eyes tend to suffer more from retinal damage as they age, but people with dark eyes tend to develop more cataracts.

Some research has shown that eye colour is linked to other conditions, such as skin cancer (light eyed people develop more skin cancer), and high blood pressure (brown eyed people tend to suffer more from high blood pressure). Studies have also shown that dark eyed people react more quickly and strongly than light eyed people. You can read more about it here .