Yitay: I always thought P’shat was they have two legs connected but they have no hip or knee joints so they can’t separate them.
Avhaben: Yes, the M”B quotes that one should Daven with his eyes closed if not looking in a Siddur. He goes so far as to quote that anyone who opens his eyes during Shmoneh Esrei (aside from looking in a siddur) won’t be Zoche to see the G’ulah.