Is it possible to change vault user security policy in bulk, such as change basic to SSO?
Yes, it is possible. Use the Vault Loader.
Please be sure the new Security Policy is defined and it points to a valid SSO Profile.
1. Set the user Security Policy field to a new value in the CSV.
2. Update user's federated ID.
3. Import the CSV file and update the User's Security Policy information with Vault Loader.
Vault Help Documentation: Vault Loader