WTF indeed.
I'm not too familiar with the oil cooler you are using on your car but you already know that different coolers come with different pressure ratings. Some are equipped with an integral thermostatic oil control valve (ie; oil coolers which have a screw of some sort directly into them) and some have ports that are clearly labeled “IN” and “OUT”, indicating the direction that oil must flow through the cooler.
If these lines were mixed up on this type of oil cooler that would definitely cause it to burst immediately upon engine start-up. But, you mentioned the car was running for 600+ miles this way.
The only other thing I can think of would be some sort of debris in the lines which caused a pressure backup and 'pop'?
This is a good one. Have to give it some more thought...