I don't know if all of the SSO login sites do this, but Office 365 authentication makes it a huge pain in the ass to get back to the page that you tried to login from; usually you get dumped back to the home page, and have to try to navigate back to where ever it was you were.
Azure Active Directory does not make it easy to do this, with the way you have to explicitly whitelist post-back URLs, or else you get the dreaded login.microsoft.com 401 page of death, where you have to parse out information buried in the query-string to determine why you didn't get redirected properly (usually it is a trailing slash on the URL... %2F)