Welcome to the Auth0 Community!
Reading through your message, I can confirm that you are correct, ui_locales is only meant for OIDC, as mentioned in our following documentation.
I believe you should be able to utilize the below mapping within a Post-Login Action in order to pass the SAML language attribute:
if (event.user.user_metadata.UI_Language)
{
api.samlResponse.setAttribute('http://schemas.xmlsoap.org/ws/2005/05/identity/claims/UI_Language', event.user.user_metadata.UI_Language);
}
You will need to make sure the attribute exists within the user_metadata as well and is exactly as in the above code ( no difference in upper case/lowercase, whitespaces etc.)
More information can be found here as well SAML Attribute Mapping in SAML2 AddOn vs. Post-Login Action
Hope this helped!
Gerald