Add initiated note in config section

What does this MR do?

Add explicit instructions that the SAML app should be Service provider (SP) initiated, not Identity provider (IDP) initiated as per the troubleshooting section: https://docs.gitlab.com/ee/user/group/saml_sso/#message-request-to-link-saml-account-must-be-authorized

Related issues

Prompted by (internal) https://gitlab.zendesk.com/agent/tickets/189743

Author's checklist (required)

• Follow the Documentation Guidelines and Style Guide.
• If you have Developer permissions or higher:
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  • Assign the designated Technical Writer.

Do not add the feature, frontend, backend, ~"bug", or database labels if you are only updating documentation. These labels will cause the MR to be added to code verification QA issues.

When applicable:

• Update the permissions table.
• Link docs to and from the higher-level index page, plus other related docs where helpful.
• Add the product tier badge accordingly.
• Add GitLab's version history note(s).
• Add/update the feature flag section.

Review checklist

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1. Primary Reviewer

• Review by a code reviewer or other selected colleague to confirm accuracy, clarity, and completeness. This can be skipped for minor fixes without substantive content changes.

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• Clear typos, like this is a typpo.
• Minor issues, like single quotes instead of double quotes, Oxford commas, and periods.

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3. Maintainer

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