Hi Itpromedia,
Office 365 and Windows Intune are two different programs which cannot be managed in one console. The default xxx.onmicrosoft.com domain cannot be used for Single Sign-On. I understand you may feel a little frustrating that these features are not available now. I would suggest you submitting your feedback at http://g.microsoftonline.com/0BX11EN/135. The Microsoft Product Team takes into consideration all suggestions and feedback for future releases.
Thanks,
Mindy Pan