However, my account was a dev-xxxx-admin.okta.com account and I didn’t have the “SAML 2.0” option listed as shown in step 5. After stumbling around for a bit I found a link to create another Okta account of the form dev-yyyyy-admin.oktapreview.com and that new okta preview account did have the SAML 2.0 option.
So now I’m left wondering - what’s going on here with the preview vs. normal dev account?
Developer accounts created under *.okta.com are designed to be used by developers in creating OpenID Connect apps. This modification makes it also easier to convert a developer tenant to a potential production tenant for companies.
Okta preview orgs are used by Independent Software Vendors in order to integrate their applications in Okta Integration Network and make them available to a wide range of customers. This is the reason for why SAML is enabled by default under application integration wizard for this type of orgs.
If you would like to use SAML in your developer org, then I recommend checking out the Enterprise developer edition. You can find out more details about it here.