Initiate a SAML SSO with the session token problem

I am trying to get the SAML redirect form, following the directions pointed at:
https://developer.okta.com/docs/guides/session-cookie/overview/#initiate-a-saml-sso-with-the-session-token

But all I got was the Okta Login Page.
I already logged on using the Authn API, sent the Push request and received the session Token. Then I try to initiate the SAML SSO with:
https://mycompany.okta.com/home/app_name/xxxxxxxxxx/xxx?sessionToken=” + sessionToken
I receive a HTTP 200 response and two Cookies are set:
t=slate
DT=DI0…LyA
But sid is not set and I receive an Okta Login Form as response.
My X-Okta-Request-Id is [XuAKQZIIiCrLTY3@Y6FxvwAABbo].

Hi @MessageDigest

Can you please open a support case with us through an email to support@okta.com in order to further investigate this issue?