I have SSO, why do I need to upload users?

Single Sign On is granting your users access to the site, it is not provisioning their data.

Upload all users before they sign on with all attributes you would like to use for Audience Creation and Analytics. If a user logs in before their data has been uploaded to the site, you will not be able to update their attributes. You may also inadvertently cause the user to be locked out since they are attempting to access without the system having their email address.

You can bring in user attributes at sign in with SSO by setting up Just In Time SSO User Provisioning.