@SHOBHANK SHARMA Apologies for misunderstanding your ask, Researched and discussed with my team as well, we do not support Azure AD SAML Holder of key as if now.
Noticed for similar ask feedback was posted https://feedback.azure.com/d365community/idea/a40eb779-be25-ec11-b6e6-000d3a4f0789 and you can upvote and add your business justification to the same which is closely monitored by our product group team.
Let me know if you have any further questions.