I had contact with Mendix support. Currently there is no solution for this, but they told me that they are actively working on resolving this issue . So for now one has to use the deprecated Deeplink module.
Hi Kurt,
Just a thought, say you have anonymous users set as yes with anonymous user role as 'test'.
Then you can set-up a custom login microflow MF_Test for 'test' user from the project navigation.
Have your SSO microflow setup with a microflow url, something like '/oauth/v2/login?idp={MyIdpAlias}&cont=value
' for OIDC.
Redirect to this URL from MF_Test, it should trigger the underlying SSO logic.
Regards.
Shreyas