Welcome to the community. Yes, SSO should work with your Jira app.
Can you check if you've got the right app? There is a Cloud app and a Server app. You can tell which one you need depending on your normal URL.
If it ends in atlassian.net, e.g. mycompany.atlassian.net, then get the Cloud app.
If it looks like jira.mycompany.com, then get the Server app.
If you've got the correct app, then see if you can reach your Atlassian from a mobile browser. It should redirect to SSO. If it doesn't, then you'll need to talk to either your Jira or network administrator about what's happening - there may be other security restrictions preventing you from signing in, e.g. many organisations have IP whitelisting as a defence mechanism.
Hope that helps, cheers,
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