By default the SAML authentication handler redirects to "/Identity/Account/ExternalLogin?handler=Callback" after SSO has completed and the user has been signed in. This works well if you're using Microsoft Identity.
You can change this value by setting the SamlAuthenticationOptions.LoginCompletionUrl. For example:
options.LoginCompletionUrl = (relayState) => "put the return URL here";
If your application is initiating the challenge/SSO, you have the option of specifying an AuthenticationProperties.RedirectUri which will be used instead of the LoginCompletionUrl.