SSO only works for your app deployed in the cloud. Not when locally run.
Did you look at your Path Based Access Restrictions in your Sprintr environment? You need to allow /SSO/, /SSO/discovery , /SSO/login and /SSO/metadata.
I got around this error via the following:
When running the app locally and viewing it, change the link in the address bar from \SSO.. to \login.html.
I was able to view the app this way instead of seeing a 404 page error.
You can use the MxAdmin account or the demo accounts replacing the url on your browser by something like this http://localhost:8080/index.html?profile=Responsive.