Did you do this part of the documentation:
When the app is using SAML for SSO and the end-user should be redirected to the deep link again, use either https://myapp.xyz.com/SSO/login?a=MyApp&f=true&cont= or /SSO/login?f=true&cont= — note that this construction does not work for other SSO modules, such as XSUAA
Regards,
Ronald