I opened an issue to track this. SAML2 Redirect Loop from Login Page · Issue #4075 · ironmansoftware/powershell-universal · GitHub
Redirecting to the login page, even when using SSO, was actually a feature request that needs a configuration option to allow users to hide\disable the page completely and just redirect to the desired resource. Having a login page allows the user to select their authentication method when multiple are defined.
That said, we need better logic. It shouldn’t redirect to the login page at all if only one auth method is defined and it’s SSO\external auth.
We have requests for multiple auth methods of the same type, etc and that complicates the story but not the case right now.