As reply to your comment: Check your index.html in the theme folder. Does the file have the following lines somewhere between the <head> tags?
<script> if (!document.cookie || !document.cookie.match(/(^|;)originURI=/gi)) document.cookie = "originURI=/login.html"; </script>
The above should force your index.html to redirect to your desired login.html
Cache problem? Did you try to empty the browser cache?
Cookie problem? Delete the OriginURI cookie for the server url in your browser
Login.html is only used when called (for example: www.mymendixapp.com/login.html). The login page that is showed when started with index.html can be styled as well. Use the mx-login class to add a background picture in css.