SAML authentication by Azure AD does not work properly in Web Security Service(WSS) if you enabled Office 365 Gatelet on WSS that is integrated with CloudSOC Office365 Gatelet.
The login screen is not displayed due to the following error as shown in the image.
saml.threatpulse.net redirected you too many times. (ERR_TOO_MANY_REDIRECTS)
For design reasons
Web Security Service(WSS)
CloudSOC Office 365 Gatelet
Please register microsoftonline.com into Auth Exemption on WSS Portal.
Service->Authentication->Authentication Policy->Global Exemptions
After registration, the login screen is displayed normally.