This page says that "If you’d like to receive email notifications when users self-enroll through SSO, please contact Qualtrics Support. Please note that if your license uses SSO self-service, then you do not need to contact Qualtrics Support regarding self-enrollment email notifications."

In the SSO section of the Organization Settings, click Edit for the connection and scroll down until you see a setting called "Notify admins of user creation" and turn it on. Make sure your email is listed in the “Self-enrollment email notification” field in the General section of the Organization Settings.

Thank you Tom!