Hello @Zak ,
Thanks for reaching out.
I was wondering whether you choose "Integrate any other application you don't find in the gallery (Non-gallery)" while creating a new application from the Enterprise Applications section. If so then you must see SAML SSO setting under "Single sign-on" section from Enterprise application as show below. Hope this was helpful.
Application creation:
SAML SSO setting under "Single sign-on" section
Quickstart: Add an enterprise application: https://learn.microsoft.com/en-us/azure/active-directory/manage-apps/add-application-portal
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