I don't know anything about the wordpress plugin and how i works, but
generally you will not automatically log into all SPs when you log into
one. The reason for this is that the IdP doesn't notify all SPs when
the user logs into a single SP. Instead each SP needs to contact the
IdP separately, to check whether the user is authenticated.
As for why single logout does not work, I do not know. It is supported
by the IdP, so it should be able to work, if it is implemented on the
SP side. Again, I do not anything about the workpress plugin, so I
cannot answer this. Maybe someone familiar with the wordpress plugin
can answer it?
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Olav Morken