Auth0 ignores redirect_uri param when used as SAML SP


I use Auth0 as a SAML SP when I have some external iDP.
I have a React SPA where I use @auth0/auth0-react package.
My Auth0Provider inside the app looks like the following:

      redirect_uri: window.location.origin,

I can successfully login but my problem is that Auth0 ignores my redirect_uri, for some reason.
I see it’s passed correctly on /authorize request, but after successful login, auth0 take the first url from Allowed Callback URLs and redirect there instead of using redirect_uri.

Am I missing something and it’s some kind of configuration problem?
Or redirect_uri should be passed to iDP and it’s not happening for some reason?