You can use relay state for sending and receiving additional data.
You'll see that InitializeSsoAsync and InitializeSloAsync take an optional relayState paremeter.
The SsoResult/SloResult returns the RelayState property.
Just me mindful that for IdP-initiated SSO, relay state has a different meaning. It's the target URL the SP should redirect to once SSO completes.
For SP-initiated SSO and for SLO, relay state is generic information sent to and returned by the partner provider.
Its purpose is to assist in maintaining state information between sending a SAML request and receiving a SAML response.
Of course, its use is optional and you might decide using a session cookie or some other mechanism is better.