Well, thanks for help. Meanwhile I found that the issue is in REALM.
When a realm is configured, the above problem appears. With default
realm (= just /) the connection works.
On Fedora 35 with the latest client 7.0.0.0018 I get just this message:
One more strange thing not related to SAML: if my laptop is connected to
ethernet, when I click on "SAML Login" or Connect for any VPN
site/configuration, the ethernet link disco...