Navigate to the SSO Developer dashboard by going to
Apps Manager > Org & Space of where the application exists > Click the application name > Go to Services > Click on the SSO service instance bound to the application > ManageThis will open the Developer dashboard - click on the
App Name. You will then be able to see that the
Select Identity Providers section shows internal as well as external Identity Providers that are configured to use but none of them are selected.
Enable the one that your use-case requires and update the app by clicking the
Update App button at the bottom of the page. Here is how this will look:

Now you can open the application in the web browser again and you should be redirected to the external identity provider.