Light by light scattering is also why we can't see gamma rays above 80 TeV or so from far away (the gamma rays would pair produce e+/e- pairs with CMB photons).
But a similar limit happens to protons (the GZK limit at 50 EeV, where protons and CMB photons can make a Delta+). For heavier nuclei, photodisintegration will happen at even higher energies.
Those rays are unlikely to be photons, so EM-self interaction is not likely to stop them. The articles linked in this sub-thread all speculate/assume that the cosmic rays were protons.