The thing is, your Keycloak instance is not going to matter to any hacker, particularly if it's inside a VPN and not reachable from the Internet - and while we're at it, fuck zero-trust because it is essentially the same level of stupidity as using Okta, you're once again putting all your eggs into the basket of whatever provider you choose.
Your SSO-as-a-service provider however? They're the juiciest target out there that is. Everyone from secret services over enemy nation states to your average cyber-criminal is looking to get access there. And as we've seen, all it takes is a couple teenagers and a couple thousand dollars.
Good network design costs a lot of money to set up, particularly to limit the scope of an attack (e.g. because the VPN software had a vulnerability), but it's orders of magnitude better in the long run than to outsource core IT to some incompetent fools with subcontractors.
