I gave it another try.
I created a trial account for 'jenkinsci.atlassian.net' (jenkins.atlassian.net is not available anymore)
While ID-79 progressed, it seems that it's not yet ready for our use case at least there is not "out of the box" solution to sync an openldap service and atlassian cloud.
The first requirement is to be able to use the same account accross our infrastructure (confluence,artifactory,...) created from here like we do now.
It appears that we can now sync an azure active directory with atlassian cloud but with several limitation
1. We cannot sync more than 5000 users as mentionned here. For what I recall, we have more than 60000 ldap users.
2. We must own domain used by email address authenticated via SAML