The link in my application redirects the browser to the AzureAD User Access URL, so that a SAML token is generated. AzureAD then redirects to the Meraki SAML login URL, and includes the SAML token + the Relay State parameter that contains the "deep link" to the Meraki page.
My expectation was that Meraki would validate the SAML token, interpret the RelayState SAML parameter and redirect me accordingly. I think this is the standard behaviour for SAML SPs.
Something like this (not everything applies because our scenario is idP initiated):