2532706 - Live connection to S/4HANA using SAML SSO doesn't work in SAP Analytics Cloud

Saving a connection to Live S/4HANA Cloud Edition using SAML SSO as authentication method never finishes and stay loading.

If you open Chrome Developer tools you can see

XMLHttpRequest cannot load https://aabb44.accounts.ondemand.com/saml2/idp/sso/aabb44.accounts.ondemand.com. No 'Access-Control-Allow-Origin' header is present on the requested resource. Origin 'https://yourcompany.sapbusinessobjects.cloud' is therefore not allowed access.

• SAP Analytics Cloud 2017
• S/4HANA Cloud Edition

Hybris, Hybris Marketing Cloud, SAPMKTNW, S4, S4/HANA, SAP Cloud for Planning, Cloud for Analytics, C4P, Cloud4Analytics, CloudforAnalytics, Cloud 4 Planning, HCP, C4A, BOC, SAPBusinessObjectsCloud, BusinessObjectsCloud, BOBJ, BOBJcloud, BOCloud., BICloud, BO Cloud, SBOC, SAC, SAP BusinessObjects Cloud, Business Objects, SAC, SAP AC, Cloud-Analytics, CloudAnalytics, SAPCloudAnalytics , KBA , saml sso not working for live data conne , connect , LOD-ANA , SAP Analytics Cloud (SAC) , LOD-ANA-BI , Business Intelligence Functionality, Analytic Models , Problem