Why SocketIO and SSLify not working together?
The reason it does not work is that Flask-SSLify is applied to your Flask application (the app instance), and not to Socket.IO (the socketio instance).
To my knowledge there is no equivalent to Flask-SSLify for the Socket.IO server, so you will need to either build it yourself as a WSGI middleware, or else implement the HTTP to HTTPS redirection in a reverse proxy that sits above your Python server, such as nginx or Apache.