The reason for this may be that your primary domain would be different than your Shopify domain. To check your primary domain and make SSO work, Copy the URL from the Shopify admin dashboard screen to myshoipfy.com. Open a new tab and hit the copied URL. If you see a different URL, then this is your primary domain URL, If you see the same URL, then there is no need for any configuration. Copy the URL and paste it into the Domain settings section of Single Sign On – SSO Application & save your configurations.