Why can't I enforce SSO only in my Panther Console?

Issue

Why can't I enforce SSO only in my Panther Console? I see an error that says:

You must be signed in as a Single Sign On (SSO) user with the Admin role assigned to modify this feature.

Make sure you are signed in as an SSO user with the Admin role. Note that an Admin (SAML) role would not be able to enforce SSO only.

This can happen if you are not signed in as an SSO user with the Admin role.