So after speaking to Auth0 support it turns out that Identity Provider Attributes update when a new Auth0 session is needed. Auth0 sessions last quite a while, unless your app is actually signing users out:
https://domain.auth0.com/v2/logout?client_id=XXX&returnTo=XXX
You can control the session timings under Tenant Settings (click profile picture and select settings) → Advanced → Log In Session Management but these are global not per app.
Although Auth0 recommend against IdP-Initiated SSO flow - for me coming from a Users Okta Dashboard - this always triggers a new session therefore updating the details on every login.
Hopefully this ends up helping someone else.