Natively SSO is not implemented yet but is in the roadmap, which will be coming soon but will implement the standard SSO with OAuth2 widely supported by Keycloak, WSO2, Okta, Gluu, OneLogin, etc... and probably will work with Azure AD.
Maybe this support will not be fully compatible with Azure AD because it is proprietary and has your particularities. Still, if this support becomes necessary for the Netuno Community, then it can be implemented natively in the future.
Nonetheless, it is possible to implement the support to Azure AD as they already support Java as Netuno is build upon Java. More here:
web inside Netuno is a Java Web Application, and then you can extend and customize as you need.