>the question now arises as to whether I really have to make the detour via the Azure portal -> Enterprise apps -> Meraki dashboard every time to log in to the dashboard
Typically, this is how an Idp flow works. The customer goes to their Idp portal, and then clicks on the app then want to access.
For me personally, I have added it to the app launcher, so it is no more than two clicks away. When I am in any Office 365 web apps (which I live in) I click on the 9 dot launcher, then "Meraki Dashboard" - bam - I'm in the Merak Dashboard all logged in.
If you can get it down to less than 2 mouse clicks let me know.