SAML based SSO is working (for the most part)

If I login to my IDP (Identity Provider such as Okta), I can click Salesforce, and login successfully.

What is NOT working: if i go to login.salesforce.com and enter my email address, it should redirect me immediately to my IDP (SP initiated SSO), but instead it allows me to enter a password. 

I have followed all directions to configure SP Initiated SSO, but it does not seem to work. Okta said it's on the Salesforce side.