The answer provided by @MCM contains an important chunk of information (Bioluminescence!) but it does not answer the question entirely. First, let's correct a misunderstanding in the question.
Sunlight does penetrate beyond 200m in the ocean. The intensity is not enough for photosynthesis to occur (and thus no phytoplankton below 200m) but depths between 200-1000m can receive enough sunlight for vision.
The region between 200-1000m is called the mesopelagic. Because there is enough light for vision, many mesopelagic species have eyes to see. Because light is extremely dim (humans would not be able to see), mesopelagic species tend to have very large eyes to gather as much light as possible. Vision is very important to mesopelagic species.
Below 1000m, we reach the bathypelagic (and, continuing deeper, the abyssopelagic and hadopelagic). Here, light penetration is insufficient for vision. Below 1000m is pitch black. In the bathypelagic (and deeper), you tend to see a reduction of eye size and sometimes a complete loss of eyes. Bioluminescence is still present (although much more common in mesopelagic fishes) but much less important. The physiological cost of producing and maintaining eyes is energetically expensive, so most species that live below 1000m have very weak eyes, if they have them at all.
Because the eyes of bathypelagic (and deeper) species still serve their original function, I would say the eyes of deep-sea organisms are not vestigial, in the sense of having completely lost their original function or serving a new function.