Ok, I just checked and your Office365 is not connected with any ADFS.
Without ADFS, you can't do SSO with any identity provider.
Also.. I am sorry that I didn't read your initial comment properly...
can you please tell where do you see this in our doc:
>> Gluu Docs says we can directly input IDP details in Admin Panel in O365 (if we don't want to run through Connect-MsolService).