I think there is in every long exposure photo multiple cosmic rays, but typically so weak that they're not visible in the final image, because normal light is so much stronger.Go look at http://heritage.stsci.edu/1999/16/images/raw814_600.jpg for a sample raw HST image. You can see that there are many cosmic rays and there are maybe two or so that are actually reasonably long. So, it's definitely possible to have the ray come parallel through the sensor. But I reiterate that the likelihood seems low that if you only had one cosmic ray in your image it would be one that came through parallel when there are so many more angles available to come through your sensor.
That's why when typically people take photos of cosmic rays they cover the camera so light wouldn't hit the sensor and only the cosmic rays can.
At least that's the way how I understand this.
However, before this thing happened to me I didn't even know that cosmic rays might appear in photos so I'm not an expert of any kind to talk much about this. And I guess its not 100% confirmed to be a cosmic ray anyways. (not sure if it ever can)