When you have Windows Integrated Authentication (WIA) turned on for the ADFS server and it is included in the Local Intranet site in IE settings you will always get automatically logged on as the currently logged on user regardless of who you attempt to log on as.
So let’s say you have an admin account in O365 called Super-Man@Contoso.com that you want to use for administering O365 while your normal login name is Man@Contoso.com.
You open up an in-private browser window for O365
and enter your login name Super-Man@Contoso.com
into the browser window – hoping to get redirected to your ADFS server where you would enter your alternative credentials.
The results: you get redirected to your ADFS server and WIA logs you in as the currently logged on user – Man@Contoso.com.
This is just the flipside of SSO – turning this off to cater for the subset of users that want to use multiple accounts in O365 (typically your admin team) will force all your users to enter credentials specifically rather than use SSO from the current logon credentials.
I.e. you can’t have your cake and eat it*
A quick workaround is to create a shortcut on your desktop that launches a browser using RunAs (f.x. if you have adminaccounts prefixed with Super-):
C:\Windows\System32\runas.exe /user:%userdomain%\Super-%username% “%ProgramFiles%\Internet Explorer\iexplore.exe”
*unless you buy two cakes