Depth of Field being visible is an artifact of 2D screens & prints. Our eyes do have depth of field, but when we look straight at something they very quickly refocus onto that thing, so it's often very hard to perceive. With a static photograph or picture on a screen we can't refocus on what we're looking at within the picture automatically.
It's not that our eyes don't have depth of field, it's that they operate differently than fixed photos or pre-set DoF effects in a game.