Yeah, there are "global" services which are actually secretly us-east-1 services as that is the region they use for internal data storage and orchestration. I can't launch instances with OpsWorks (not a very widely used service, I'd imagine) even if those instances are in stacks outside of us-east-1. I suspect Route53 and CloudFront will also have issues.
Yeah I can't log in with our external SAML SSO to our AWS dashboard to manage our us-east-2 resources. . . . Because our auth is apparently routed thru us-east-1 STS
You can pick the region for SSO — or even use multiple. Ours is in ap-southeast-1 and working fine — but then the console that it signs us into is only partially working presumably due to dependencies on us-east-1.