Hi Arunkumar,
Check your Azure AD SAML configuration,
You may have to setup the optional logout url there, so the callback will match your MX SSO SAML (constant @ SAML20.DefaultLogoutPage):
https://docs.mendix.com/appstore/modules/saml/#urls
ie → /SSO/logout – This URL will trigger a single logout
(the session logout in mendix will only happens when this endpoint is hit. RequestHandler → LogoutHandler )
https://learn.microsoft.com/en-us/azure/active-directory/develop/single-sign-out-saml-protocol
I hope this helps,
Best regards