Hi @Ben Wosjke ,
In order to connect AAD joined devices to on-premises AD and to establish SSO , run the Directory synchronization wizard and Azure AD Connect. Check the below link to see more details on setting up the Azure AD Connect.
https://learn.microsoft.com/en-us/office365/enterprise/set-up-directory-synchronization
Please mark as "Accept the answer" if the above steps helps you. Others with similar issues can also follow the solution as per your suggestion
Regards,
Manu