Hello @Jake Smith,
I'm glad that you were able to resolve your issue and thank you for posting your solution so that others experiencing the same thing can easily reference this! Since the Microsoft Q&A community has a policy that "The question author cannot accept their own answer. They can only accept answers by others ", I'll repost your solution in case you'd like to "Accept " the answer.
Issue: Azure AD Connect - Enable single sign-on -> Error "Cannot retrieve single sign-on status
Solution: Resolved by @Jake Smith.
Below are the steps followed by @Jake Smith.
I resolved this for my environment. Azure Active Directory Connect was reaching out to IP addresses in Ireland (even though we're West Cost US). Our firewall has a geo-IP block that was prohibiting that traffic. After I allowed Ireland in our Geo-IP filter everything started working. Lesson - do a packet capture on your firewall looking for dropped traffic to/from your Azure AD Connect server. You may find it's getting blocked due to security services/traffic rules.
If you have any other questions or are still running into more issues, please let me know. Thank you again for your time and patience throughout this issue.
Please remember to "Accept Answer" if any answer/reply helped, so that others in the community facing similar issues can easily find the solution.
Thanks,
Raja Pothuraju.