No, there is no hard requirement. But, it seems to be standard practice to include a namespace as for attributes and that namespace looks to be typically a URL. However, as I look at other SAML identity providers like ADFS, roles have attributes with the product’s namespace. So I think it would be a better plan for me to use the product’s namespace and configure for it rather than force each product to a namespace of my choosing.
In other words I should use the auth0 namespace http://schema.auth0.com/ and have configuration in my product for the attribute name “http://schema.auth0.com/roles”. In the case of ADFS the attribute name is “http://schemas.microsoft.com/ws/2008/06/identity/claims/role”.
Thanks for you help. I consider this issue closed.