Unfortunately, using mixed Identity stores do not allow this. You will always be presented with the login page where you can enter either a built-in user's credentials or that of the Windows user. If your implementation can work with Windows users only, you can follow this section in the Help to implement IWA for a more SSO-like experience.
If you want to use built-in portal users/groups and have a SAML provider that uses your Active Directory users (Like Entra ID), you can set that up and customize the login page to automatically select the SAML login, which will forward to the SAML login. If that login page is set up to recognize the logged in user, it should not require entering credentials again. Please note that customizing the Portal login page is not supported by ESRI. I recommend backing up the files and be prepared to restore those files if needed.