Normally when going to the /SSO/ you end up on your discovery page which is defined in the resources / SAML / templates / saml2-discovery-binding.vm
Did you make any changes there? Or did you restrict access in your environment to this page?
Assuming you only have one IdP and are not a multitenant sollution you could try redirecting directly to the IdP by using this URL:
https://your.mendixcloud.com/SSO/login?_idp_id=yourIdPAlias
So you try to redirect from your index.html directly to that URL.
Regards,
Ronald