Cluster SSO Master Secret Server using Windows Clustering to guarantee this component is also highly available, you have to do this to achieve full HA. The best candidate servers on which you can cluster the Master Secret Server is the SQL Server cluster where BizTalk is installed because you can reuse this cluster for this low weight service.
If you have not clustered the Master Secret Server there is no high availability in the BizTalk environment, in this cases the first machine you have installed is the Master Secret Server and if it becomes unavailable the whole BizTalk environment will not work since it depends on the Master Secret server to read configuration from the SSO database.
If you want to install the SSO cluster on the BizTalk machines you can only do it if you also cluster all the hosts in the same Cluster application which means you will have an active passive BizTalk runtime environment. Read more on High-Availability SSO Installation Options