No. When a user attempts to authorize with an integration their org details are looked up and if they have SSO enabled then they will be redirected to their SSO provider to sign-in. After signing in then they would be redirected back to the OAuth flow where they will be presented with the grant page for the integration. Having SSO enabled has no impact on the OAuth flow when authorizing with an integration other than that they are sent to the SSO provider for logging into their account but that doesn't affect being able to generate their access and refresh tokens.
