https://github.com/matrix-org/synapse/blob/develop/docs/workers.md#synapseappgeneric_worker says:

Additionally, the following endpoints should be included if Synapse is configured to use SSO...

# OpenID Connect requests.
^/_matrix/client/(api/v1|r0|unstable)/login/sso/redirect$
^/_synapse/oidc/callback$

# SAML requests.
^/_matrix/client/(api/v1|r0|unstable)/login/sso/redirect$
^/_matrix/saml2/authn_response$

# CAS requests.
^/_matrix/client/(api/v1|r0|unstable)/login/(cas|sso)/redirect$
^/_matrix/client/(api/v1|r0|unstable)/login/cas/ticket$

However, none of these endpoints are actually enabled on worker processes, so any attempts to send them to a worker will result in a 404.