Hi, this can help https://community.fortinet.com/t5/FortiClient/Technical-Tip-Unable-to-connect-to-SSL-VPN-with-Azure-SAML-SSO/ta-p/284190
Also you can review this documentation https://docs.fortinet.com/document/forticlient/7.2.0/new-features/396545/support-autoconnect-to-ipsec-vpn-using-entra-id-logon-session-information-7-2-3
Hope this helps!
Remember to accept the answer if it is helpful.