When an SSO user clicks a document link that is sent as notification using email, it does not directly navigate to the corresponding document. Instead it navigates to the Vault Home page.
This is because the document link related information is not passed through the SSO service. Therefore, SSO users are re-directed to Vault home page instead of the document page.
The user needs to reach out to the customer's IT team to contact the Identity Provider (IDP) to change the configuration which supports RelayState to pass this link information through.