Per our documentation on enabling SSO:
Add Single Sign-On to a Portal - Marketo Docs - Product Docs
we only support IdP-initiated SSO, not SP-initiated.
The differences are explained here:
single sign on - Diffrence between SP initiated SSO and IDP initiated SSO - Stack Overflow
and SP-initiated SSO is a stronger choice for ADFSv2 so many IT teams prefer it.
It would be great if we supported SP-initiated SSO!