That error is thrown when the Magento Assertion Consumer endpoint is loaded and no SAMLResponse POST parameter is provided by the Identity Provider.
You need to verify that the IdP is configured to use HTTP-POST binding for the SSO flow. a good way to validate this is by installing the SAMLTracer tool and check that what is sent to the AssertionConsumerService endpoint was a POST.
You provided by email an example of the AuthNRequest sent by Magento and the SAMLResponse replied by the IdP, so I believe the HTTP-POST binding was not used, and instead the HTTP-Redirect binding was used.
We’ll continue to help by email since you also reached out there. Thanks!