Why is single sign on blocking access to someone without a Workfront account that we've shared a proof with?

We recently shared a proof with someone in our organization who doesn't have access to Workfront (i.e., doesn't have an account). When this person clicked on the link, our company's single sign on prevented him from proceeding. Does anyone know why this would have happened? An External Reviewer account was automatically created for this person but SSO isn't checked within the account preferences. Thanks!