I got this working using advice from here: Microsoft SSO Integration - Solved
So you have to use complete url for attributes as defined in the schema of the metadata xml.
For email I used this: http://schemas.xmlsoap.org/ws/2005/05/identity/claims/emailaddress
For Frist Name I used this: http://schemas.xmlsoap.org/ws/2005/05/identity/claims/givenname
For Last Name I used this: http://schemas.xmlsoap.org/ws/2005/05/identity/claims/surname
And since I tend to configure usernames as email (personal choice) I used this fro Username which is optional: http://schemas.xmlsoap.org/ws/2005/05/identity/claims/emailaddress
You define these settings in the Mautic SAML SSO Settings page