Hi,
As far as I know, you'll still need Active Directory Federation Services (ADFS) for Single Sign-On (SSO) with Windows Virtual Desktop (WVD).
WVD Single Sign On / Double Authentication
https://techcommunity.microsoft.com/t5/windows-virtual-desktop/wvd-single-sign-on-double-authentication/m-p/1163055
As per the above thread, it seems Microsoft is working on this.
You can find some documents over here:
https://github.com/hardeights/WVD-Docs
Best regards,
Leon