We've been using CiviCRM for a number of years and also running a blog on WordPress.
I can't find much information on setting up SSO / OAUTH / SAML / or even just custom CiviCRM | WP API to handshake and achieve a better user experience. (I checked the CiviCRM API Doc and don't see user authentication) I once setup SSO between Vanilla Forums 2 and a custom C# asp.net site and just don't see something like that available.
I did find this: (I wouldn't use Facebook SSO because of privacy offneses) https://civicrm.org/sites/civicrm.org/files/SingleSignOnAccess-for-CiviCRM-Facebook-case.pdf
WordPress has alot of options for SSO plugins: https://wordpress.org/plugins/tags/single-sign-on/