I've never 'seen' anything that wasn't there during any of my sleep paralysis episodes (though I almost always feel as if there's another presence in the room), and as with you, when I end the episode the room looks exactly as it did during.
I must admit I haven't thought about this before because I've always felt that I was awake while paralysed, and therefore assumed my eyes were open. I'm never completely paralysed, and indeed the episode ends when I force myself to roll off my back.
I don't know that the reality is for me, but I'd me more inclined to say it's a) the real world. c) is a possibility since we'd have a very good image of our bedroom stored in our subconscious. I don't believe in astral bodies so me me that option is out.