Hello @Ruben Laguna , thank you for reaching out. Usually, Apps that are registered using the App Registration blade are considered to be apps that would use either OAuth or OpenIDConnect. Hence the Saml SSO configuration option is not present there. (Though now you can also create an app that supports OAuth2.0 or OpenIDConnect using the Enterprise Application blade)
In case you have created a custom SAML app, that you want to integrate with Azure AD, you need to select the following option under Enterprise Registration: "Integrate any other application you don't find in the gallery"
Try this option out as mentioned above in the screenshot, it would surely help in setting up the SSO for a custom SAML application.
Hope this helps.
Do let us know if this helps and if there are any more queries around this, please do let us know so that we can help you further. Also, please do not forget to accept the response as an Answer; if the above response helped in answering your query.