entraid supports openidconnect natively Web sign in with OpenID Connect - Azure Active Directory B2C | Microsoft Learn and it is often seen as more modern IdP protocol. Definitely it much simpler to configure, so as long you don’t have any good reason to use SAML I would prefer OIDC especially for new integrations.
The reason why EntraID integrations might be documented less frequent is likely the fact people using Nextcloud often want to get rid of the monopoly products 
but nevertheless tutorials exist and would have found them in a second e.g.: Configuration SAML login using AzureAD