For anyone still in doubt, I hope the above image illustrates the limitation of the Bryce "parallel" light. In this and the following images the shadow colour has been set to bright red for illustrative purposes. The falloff is set to "none" with the intensity set by using a dark grey for the light colour.

In this scene there are five vertical cylinders with a parallel light placed 500 units directly above the centre one. If the light were truly parallel, the shadows of the four outlying cylinders would be identical to that of the centre - i.e. hardly visible.

In the real world, if you spaced four poles twenty feet away from a centre pole in this arrangement, an overhead sun would provide five identical (non) shadows. Sunlight is indeed, to all intents and purposes, parallel. I suspect the Bryce sun is a radial light set at a massive distance.