SSO with Workplace by Facebook not working

I am trying to set up SSO between Auth0 and Workplace by Facebook. I followed the docs. I created a SPA application with Saml2-webapp and followed all the steps to integrate SSO with Workplace. It was successful in the sense that when I clicked DEBUG button from Auth0 - SAML page, it opened connection tester page with “It works”.

Similarly, when I clicked TEST SSO from Workplace by Facebook > Security> Authentication tab, it opened the Auth0 login, I entered credentials of my Auth 0 user and it said SSO is working.

But, now I am using it through my SPA (single page app) which I have integrated with Auth0. From my app, I am redirecting the user to Auth0 Login page, it is successfully logging me in as Auth0 user. Now when I open Workplace by Facebook page in another Tab of browser, it is still opening the login page of Workplace.

Shouldn’t it have logged me in using Auth0 credentials that I passed in my app? What am I missing?