Oh, ok, that makes sense. But there are a couple of fixes. You create the account with your corporate email. You just need the password.
And that part: you're potentially giving sensitive corporate info to the SaaS app, with your personal email, and you risk getting fired for that
If that one part is real, than SSO isn't adding any power to you (or to the DSO anyway). If it isn't, then the only thing SSO changes is the password one.