Hi @romanmakovyak,
Thank you for your response.
After my investigation, I did not find the same observations as you. Instead, I found SSO working with both Organizations enabled or disabled.
With that, I can confirm that SSO works with Organizations.
I suggest looking through How do I configure (SSO) Single Sign-On with Auth0? again to set up your SSO correctly.
If you continue having issues, please capture a HAR file of the complete authentication requests.
Thank you.