Splunk ProxySSO – Logout or session time-out redirection not working as expected

We have a Splunk cluster setup configured to use ProxySSO. Our LB is playing role of Proxy server and it passes all the required credentials, group Info, user identity etc. to the Splunk Web through HTTP headers. After getting this information Splunk properly authenticates and displays expected dashboards using appropriate authorization. The issue comes when user either clicks the Logout option of Splunk OR session timeout happen due to in-activity. The expectation is - Splunk should redirect to the URL as configured in Proxy server but actually the redirection doesn’t work and after logging out the Splunk Login page is displayed. Proxy server URL is configured to property redirectAfterLogoutToUrl under [ssosettings] stanza. But its not working. We want to redirect the user to a separate page but ends up in displaying Splunk Login page. How to configure this with ProxySSO authentication method? Thanks