“Epicanthic fold” is the word you’re looking for.
There is a theory that, because it’s correlated with extra adipose tissue in the surrounding skin, that it would have been advantageous in cold climates (such as the ones the ancestors of modern Asian ethnicities are descended from are thought to have lived in) as it insulates the eyes and sinuses from cold and wind.
However, the presence of epicanthic folds in certain African peoples would not seem to support this idea. In that case, however, it may serve as an extra level of UV protection.
My personal speculation is that it could have served as a useful adaptation against both the sun in the desert AND the reflection of the sun in snow, which is something people often forget about when discussing snowy climates.
That said, it’s important to realize that sometimes, a trait isn’t required to have a “purpose”, per se. Sometimes it gets passed along simply because it didn’t INHIBIT the reproductive cycle of the organism it belongs to. As long as the animal survives long enough to breed, then it’s sticking around. The fact that the epicanthic fold has actually been observed in some Europeans lends credence to the idea that it’s just something that crops up from time to time and perhaps there was just a genetic bottleneck in Asia that led to it becoming especially common.
Short answer: we don’t know. Possible explanations include defense against sun, but also maybe cold, snow, or sand.
It’s also possible it may have also been non-functional, and have been a secondary sexual characteristic. It may have been selected for as an ‘attractive’ trait.
It’s also possible that the eye shape is not really important evolutionarily, but just got segregated geographically
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