For SSO to work, the following two conditions should be satisfied:
1- The login should happen on the same domain. E.g., if the Custom Domain is used for one app, the other apps should use the Custom Domain too. This is required because the user sessions are managed with a session cookie named auth0 set on the login domain.
2- If you have configured different clients/apps on the Auth0 dashboard for your apps, the connection user is authenticating should be enabled for all of these applications on the Auth0 dashboard.
There may be some other edge cases too. E.g., setting up the session inactivity period too short for the seamless SSO will effectively disable the feature, but the above two items are the most common reasons.