Access to the Delphix Setup application is not affected by the use of SSO, it only affects access to the Delphix Management Application and Masking Application.
When SSO is enabled, authentication to the Delphix Management Application or Masking Application UIs is performed via SAML/SSO instead of a combination of username and password. Non-administrators can no longer change their email address.
An administrator must create a Delphix user for each user to whom access via SSO must be granted. The Delphix user can be used to assign roles and permissions. The email address of the Delphix user is used to match users authenticated via SAML/SSO and must be set to the exact value defined in the IdP. This same value is used in the NameID attribute of the SAML response. If multiple Delphix users share an email address, all Delphix users will have access to the SAML/SSO session.
For more information on creating users refer to The admin and sysadmin User Roles.