Found I needed to update my Dockerfile
to install the necessary packages upon Docker [re]Build:
FROM sentry:9.0-onbuild
RUN apt-get update && apt-get install -y pkg-config xmlsec1 libxmlsec1-dev
RUN pip install https://github.com/getsentry/sentry-auth-saml2/archive/master.zip
I now show SAML providers listed under Auth. Found the fix under forum entry: Saml provider not available