SSO's can only be access while logged in as a user who has access to them an not impersonating. Impersonating another user will disable all SSO links within the software for security. When you click a link while impersonating a user, the page will refresh and you will not be taken to the SSO link because of this.

In order to access/troubleshoot an SSO link for a user, you will need to obtain their Username and Password and log in as them.