Connect two close parallel train tracks in factorio?

To be able to make a crossover without going apart and together again, space your parallel tracks by 6 tiles (3 track widths; gap between them of of 4 tiles/2 tracks). Your tracks are too close by 2 tiles / 1 track width, as Factorio only has one size of curved track section, which goes too far for this situation.

Whether or not you change the layout, to get the rail planner to make a connection to the existing track, press the rotate key R one or more times while using the planner; this will allow you to choose the direction the track ends in to align with the existing track rather than it picking whichever is simplest to plan. Each press will rotate the track end by 45 degrees.

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This is the smallest possible connection between parallel tracks spaced at 4 tiles:

This is the compact crossover that is possible spaced at 6 tiles: