I haven't heard of Dokku until now but yunohost does have SSO. However, it's up to the packagers to actually configure the SSO to be used in the applications by

I haven't heard of Dokku until now but yunohost does have SSO. However, it's up to the packagers to actually configure the SSO to be used in the applications by default, and some applications are just inherently not built with SSO support to begin with, so it's hit or miss on a per-app basis. It is nice for the apps it works with though.