Relaystate parameter for SP initiated SSO

Hello

I am playing around with the SAML profile for SP-initiated SSO ( F5 is acting as SP with OKTA as IDP ). I have set the relay state field but it does not seem to work . I do not see relay state parameter in SAML request or response and it's not getting redirected to /headers.aspx URL.

Any additional configuration is required ??

Any leads would be appreciated.