Hola Walter,
Según el error parece que no se esta parseando bien el mensaje si.
Cuando se da cancel se devuelve un mensaje de error SAML del estilo:
<?xml version="1.0" encoding="UTF-8"?><saml2p:Response xmlns:saml2p="urn:oasis:names:tc:SAML:2.0:protocol" Destination="https://test-eid.portal.gub.uy/v1.1/sp-idp/saml/acs" ID="_8f3c38b1c256d479b8d4f63eea1579bb" InResponseTo="e804c807-d568-4c11-b3ff-8499edc46e9f" IssueInstant="2018-11-29T14:22:10.216Z" Version="2.0"><saml2:Issuer xmlns:saml2="urn:oasis:names:tc:SAML:2.0:assertion" Format="urn:oasis:names:tc:SAML:2.0:nameid-format:entity">https://test-eid.portal.gub.uy/idp</saml2:Issuer>
<ds:Signature xmlns:ds="http://www.w3.org/2000/09/xmldsig#">
<ds:SignedInfo><ds:CanonicalizationMethod Algorithm="http://www.w3.org/2001/10/xml-exc-c14n#"/><ds:SignatureMethod Algorithm="http://www.w3.org/2001/04/xmldsig-more#rsa-sha256"/><ds:Reference URI="#_8f3c38b1c256d479b8d4f63eea1579bb"><ds:Transforms><ds:Transform Algorithm="http://www.w3.org/2000/09/xmldsig#enveloped-signature"/><ds:Transform Algorithm="http://www.w3.org/2001/10/xml-exc-c14n#"/></ds:Transforms><ds

igestMethod Algorithm="http://www.w3.org/2001/04/xmlenc#sha256"/><ds

igestValue>CbROwFjAI8cxr9hyUfG13LdtSLhgye69AX5hdbFf0LM=</ds

igestValue></ds:Reference></ds:SignedInfo>
<ds:SignatureValue>na..qw==</ds:SignatureValue>
<ds:KeyInfo><ds:X509Data><ds:X509Certificate>MII..PL</ds:X509Certificate></ds:X509Data></ds:KeyInfo></ds:Signature><saml2p:Status><saml2p:StatusCode Value="urn:oasis:names:tc:SAML:2.0:status:Responder">
<saml2p:StatusCode Value="urn:oasis:names:tc:SAML:2.0:status:AuthnFailed"/></saml2p:StatusCode></saml2p:Status></saml2p:Response>
El error dice que se esperaba "Succes" y el boton cancel envía: AuthnFailed.
Saludos!