The only requirement for the IdP following the SAML 2.0 spec is to digitally sign the Assertion (see http://docs.oasis-open.org/security/saml/v2.0/saml-profiles-2.0-os.pdf - section 4.1.3.5). That is enough to tell if the SSO operation from an IdP should be trusted by SP that has federated with it.
Signing the outer Response is optional. There are some security benefits to it, such as preventing Message Insertion or Modification (see sections 6.1.3/6.1.5 in http://docs.oasis-open.org/security/saml/v2.0/saml-sec-consider-2.0-os.pdf) - but in practice it's often omitted in lieu of relying on SSL/TLS.