Yes that sounds like an SSO configuration error. Seen this with Microsoft SSO (Azure) too. The "application" here is not Workfront proper, but the "thing" (technical jargon!) that is linked to Adobe Console.
If you get this error right after signing into Okta (and before getting the Adobe login) it's on the Okta side. Have them check the user and perhaps their group membership?
If it's after the Adobe login - ticket with support.