Azure SAML-based Sign-on - Help needed

So, 5.0.16 brought a SAML2 login button. Great.
But it loops endless for me.

The “normal” way to log in via SAML2 works, which is just open a browser tab with the PSU URL, it redirects to Azure, and back to PSU. No issues.

Any ideas?

Edit:

Adam acknowleded here: