Why? Because SAML is a standard, easy to implement, and allows your customers to handle their own authentication in the way they want. It doesn’t get much more simple then that. Not every business entity feels comfortable with trusting their authentication, or data, to two mega entities known for not exactly doing things that are in the best interests of their customers. Of course, that’s also how people often walk away feeling about providers who refuse to allow SSO, or only offer it with a heavy tax.
As easy as SSO is, and the fact that, with proper logging, it takes the liability of fraudulent authentication off the plate of the service provider and puts it solely on the customer, it’s still mind boggling that every company doesn’t offer it as a default.