it would be a security hole for me. I'ts a security management product. It means that if your admistrator goes out of office without locking it's session ,anybody can enter the ePO console and modify things.
Not really a good advice in term of security. For example, in my case, as an ePO console can contain some private life information, access should be restricted and for this reason, an independant login is required.
don't forget that you can use script to generate some actions into ePO with the help of the API without needing to enter into the console
SSO is supported in cloud ePO & ePO certificate base authentication, not on on-prem though.