The limit of our eyes to see the far objects is infinity. It means that you can view an object at a distance of infinity kilometers, only you have to magnify them. Sometimes the distance is so much that the angle formed between the radiation coming from O and the principle axis becomes very less, like about 0.1° or 0.2°. This radiation seem to be parallel to the principle axis therefore rays from infinity are drawn parallel.
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In a very simple language, when we didn't know the distance of the object or the object is very far, we show it with parallel rays.