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When there is soreness of an eyeball and/or eyelid then I start to think of either inflammation in the eyelid and/or eyeball. Usually it is one or the other and the inflammation "spills over" into the adjacent structure.
Let's start with the eyelid. Your inclination are rational and justified. Without any swelling, redness, or visible lump in your eyelid, I would have a hard time saying that there is any inflammation originating in the eyelid that is causing your symptoms. The exception could be that this is a very early stye that has not "announced" itself yet.
Alternatively, I start to think of some inflammation in the eyeball that is causing these symptoms. Given that you've noticed a foreign-body type of sensation when you open and close the eyelid, I suspect that there is either: a) an actual foreign-body in the eye, or b) there is some inflammation in the tissues covering the eye (conjunctiva) that may be causing it to become bumpy or lumpy (which is a common reaction to inflammation in the conjunctiva) that is causing the soreness and the foreign-body sensation. I think this is more likely than an actual foreign-body, but not by much. If you actually remember getting dust/dirt in your eye, or you were in an environment where dust/dirt or other flying debris was being blown around then this is entirely possible and you should see your ophthalmologist to determine if there is a foreign-body there that needs to be extracted.
Otherwise, let me detail for you a few causes for this type of inflammation that can cause soreness and subsequently an inflamed conjunctiva that can lead to a foreign-body sensation. This can range from a viral conjunctivitis (usually follows an upper respiratory infection or exposure to someone with a cold or red eye) and can cause irritation, mattering, tearing, burning or sensitivity to light and these symptoms usually then spread to the other eye. Allergic conjunctivitis is usually distinguished by significant itching. Sometimes an inflamed, sore eye that may have some redness without any other symptoms at all can be due to what is called episcleritis. This is a low-lying level of inflammation that can happen for reasons we do not understand.
The most common reason for these symptoms is some baseline level of inflammation in the eyelids that does not manifest itself by the eyelid being red or swollen, but is there nonetheless. This is called blepharitis, which is inflammation of the eyelids and glands in the eyelids. The eyelids are key players in making a layer of tears that coats the surface of your eyes called a tear film. The inflammation that is blepharitis keeps the eyelids from making that tear film as healthy as it needs to be and so the eyes dry out. Also because there is inflammation in the tears because of the blepharitis, there are bacteria pooling in your tear film. Often times an antibiotic +/- steroid drop or ointment is used to help kill the bacteria. This therapy is usually only used in a pulse fashion, to start out the treatment and then only used when there are flare-ups, not on a regular basis for most people. However, treating this with a steroid drop for a few days is not enough to treat this entire problem, it is usually just an adjunctive measure combined with the baseline treatment as I state below.
The baseline treatment for blepharitis and what I think you should start doing, is everyday in the morning you should do two things: 1. hot compresses and 2. eyelid scrubs. You should do hot compresses for 5-10 minutes over each eye at the same time. It should be as hot as you can tolerate without burning your skin, massaging the eyelids while they are on there. Then, use either commercially available preparations (Sterilid or Ocusoft) or a dilute baby shampoo solution to scrub your eyelashes on all 4 eyelids. The commercially available preparations are both over-the-counter eyelash scrubbing treatments. These cost more money but are quicker to use. Otherwise, the cheaper alternative is the dilute baby shampoo (4-5 drops Johnson's shampoo in 1/4 cup warm water): you will take the wipe (or dip a qtip in the dilute baby shampoo solution) and use that to scrub right on the eyelashes of each eyelid for 15 seconds. That will take 60 seconds when done to all 4 eyelids. The scrubbing is done right on the eyelid margin, where the eyelashes come out. After that, just splash some water on the eyes and you're done.
It does take about 3-4 weeks of doing this consistently every day before it really kicks in, so don't stop it thinking it's not working; often times combining this with the topical steroid helps to bring relief sooner. Also the eyes are still significantly dry during this 3-4 weeks so use artificial tears one drop in each eye, 4x/day. After 4 weeks you should be able to start tapering off of the tears to as you need them.
Just doing the artificial tears, hot compresses and eyelid scrubs alone would likely start to help you after three or 4 weeks--but remember it could take this long of doing it everyday before you see a significant effect, so don't stop it thinking it's not working. Also you may need an antibiotic/steroid combination medicine to help augment the therapy. If after 3 weeks of diligent treatment you are better, but not completely normal, you may need to see your eye doctor to assess for other causes of dry eyes, as blepharitis is only one cause of dry eye. Many times dry eye patients have more than one cause of dry eyes (Restasis is an excellent treatment for those people with dry eyes because they don't make enough of their own tears). Each cause of dry eyes needs to be appropriately treated for your symptoms to resolve.
If, after 2-3 weeks of doing this you see no improvement in your symptoms then I would suggest seeing your eye doctor as there may be inflammation that needs a steroid or antibiotic treatment to resolve.
Does this information help address your concerns? Does this make sense? Do you have any other concerns that I haven't addressed?
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This does make sense and thanks for your reply