Why do we cover our eyes only by Shema and not for any other Kavonos (Mitzvos)?

The simple explanation is because Shema requires more concentration than any other part of davening. It’s the only section of davening which Kavanh is required Min HaTorah.

There are other explanations according to Kabalah.

ראה נו״כ השו״ע או״ח סא.