Hi Giridharan,
I think you mean that the SAML-module only the Mendix session ends, but not the session of the Identity Provider (AAD). In order to also end the session of the Identity Provider, one should adapt the SAML-module such that it redirects to the logout-request page of the Identity Provider, i.e. https://login.microsoftonline.com/common/oauth2/logout
Hopefully this helps a bit!
Kind regards,
Johan