New WordPress users not created until first login

We’ve had Auth0 running for some time now and it had seemed to be working great. There’s one small issue I’ve run into though – when a new user is registered by Auth0 and varified via email, the corresponding WordPress user isn’t created until they actually log in for the first time.

I’ve tried changing the WordPress setting Allow new registrations to User accounts may be registered without any success.

It’s a bit of an irritation because we manually assign memberships to new users and we obviously can’t do that if they register but don’t log in.

Is there a setting we’ve missed or something?

This is a multi-site setup we’re working with if that makes any difference.