Great!
The return of the request is a http code 400:
Request URL: https://login.microsoftonline.com/APP_ID/saml2
Request method: POST
Status code: 400 Bad Request
Remote address: 20.190.173.144:443
Referrer policy: strict-origin-when-cross-origin
The inflated SAMLRequest is (some IDs hidden for privacy):
<samlp:AuthnRequest AssertionConsumerServiceURL='https://INTERNAL_URL/auth/saml/callback' Destination='https://login.microsoftonline.com/APP_ID/saml2' ID='_11111111-1111-1111-1111-111111111111' IssueInstant='2021-12-14T22:33:29Z' Version='2.0' xmlns:saml='urn:oasis:names:tc:SAML:2.0:assertion' xmlns:samlp='urn:oasis:names:tc:SAML:2.0:protocol'><saml:Issuer>https://INTERNAL_URL</saml:Issuer></samlp:AuthnRequest>