This might be more of a general Google issue than GAM but when using Google as an IdP, if an application (apps > custom SAML app) is not configured for a user, the user gets the "app not configured for user" error message as expected.
When you go into Reporting > Audit & investigation > SAML, for the failure it shows the failure type ("app not configured for user"). GAM column "failure_type" also shows this correctly.
But neither the UI nor GAM show anything in the "application_name" column when this happens - that is blank. It seems as though Google knows that the user is trying to do something they shouldn't but it doesn't list the failing app for the user.
If a user was configured to do 10 apps and they failed on "something", i.e one of the apps, you'd not be able to determine this from GAM or the UI.
Is this working as designed?