I looked at a number of sites and while all commented on the very distinctive eyes, there were no references to a reason for the size. But, looking at pictures of adults, the eyes seem more in proportion to the body. Perhaps, like humans, their eyes do not grow as they do...they grow to match their eye size.
(1) Grasshoppers as a group are visually oriented; they need to be able to detect movement (as from potential predators) readily.
(2) As per themoonhowl, the heads of orthopteran nymphs tend to be larger in proportion to their body size than those of adults.