I am facing an error while logging out from my SP (Splunk) where I used Auth0 as IdP

I am trying to integrate Splunk to use Auth0 as IdP where I have created an Enterprise Connection with AWS Cognito. This works perfectly for authentication and all and I am able to login by a user in Cognito User Pool through Auth0 IdP.

However, while I try to logout from splunk, it doesnt let me and gives an error: "No active session(s) found matching LogoutRequest"
Looking at my SAML response and Logout request, Issuer Id and Sessionkey matches perfectly. Not sure what is wrong.

Please help/advise.