Very good question, I would say: it's worth to post an idea on the forum, as it's not possibile (in a convenient way)!
Some files, even if they don't exist in the /theme folder, will be created automatically by the Mendix deployment process. When running locally, you will see these files (and maybe more) will be created in the /deployment/web folder:
This mechanism locally is the same as building deployment packages online, containing these unnecessary files. Although it does not cause any security issues, it is not very professional / convenient either (if you know a website build on Mendix, you could look up the /index-phone-preview.html page...).
For some clients, I blocked the possibility to load these pages by explicitly excluding them on the Network tab of the environment details; this may be a suitable solution for you.
If you really want to exclude these pages, you could also build a deployment package locally (in Studio Pro: F7), set versioned on False and modify the .mda application package using a Zip File Manager before uploading and deploying it. The downside of this method may be clear: lots of effort and you lost proper version control (see screenshot below).
So, I would say: nice feature request!
Mendix will create a default login.html if it is not present in the theme folder.
I had to do something similar, if you create a login.html in your theme that does not start the Mendix client and just redirects to index.html it should work.
Thanks Marcel and Johan. I ended up redirecting the login.html to the index.html and that indeed works nicely. Would indeed be a nice feature request. I will log it.