Currently SAML Advice seems not supported by SiteMinder. The is some cloud application which supports SAML Advice in the assertion. Should SiteMInder support it also?
The first thing to do would be to check if SAML ADVICE is a specification defined in the SAML specification as per OASIS Standards. Here's the thing we follow standards and specification. So it is not about anyone supporting a feature. It is about following something that is a industry accepted specification.
Getting back to the point, if the Cloud Provider is using SAML ADVICE. Please check if that is as per SAML Specification. If Yes, then open an Enhancement Request via "IDEAS" on the Community Forum. Do note when raising an Enhancement Request kindly provide detailed technical information and business value proposition.
It would be reviewed and evaluated before entering main stream Engineering bucket for Development / Release.