Vignesh Lakshminarayanan(Developer & Mobile Support)
You instantly get one-click access to all of your applications on the Okta Mobile application. The ability to access mobile versions of apps enabled for SAML, depends on the application itself. Salesforce supports SAML in their mobile applications and should work without any issues.
This issue could be specific to you or your Okta org. I would request you to open a support case from your org, so that we can investigate the cause and provide a resolution to the issue you are facing.