We use a similar contstruction in some of our projects - if you add index-admin.html that should usually have the desired effect. I'm unsure if this is a standard setting in the SAML module, but it might be worth a try. If this doesn't resolve the issue, let me know and I'll do some more digging to see where this was originally set.
Oh dear. Sorry guys. I have been a bit of a dummy and been using an https:// url instead of an http:// one. It is working fine. I have also removed the SAML constant DefaultLoginPage value as its not needed in my situation.