The authentication experience does not mean changing the Login Page only.
There are multiple touchpoints which should be considered when branding your authentication.
Lucky for you, Salesforce Experience Cloud is a very extensible and customizable environments.
Salesforce already provides good documentation on branding your login experience

Extra features provided by CYM-Identity

When a user is redirected to your login page, you can programmatically understand the context where she is coming from.
For example, you can get the application the user is trying to access and show UI elements which will be different.
Below is an example of how you can use CYM-Identity to customize further the login experience :
/**
* An apex page controller that exposes the site login functionality
*/
public with sharing class SiteLoginController { // NOPMD.AvoidGlobalModifiers
public String backgroundColor {get; set;}
public SiteLoginController () {
String startUrl = System.currentPageReference().getParameters().get('startURL');
try {
cym.AuthorizationContext context = cym.AuthorizationContext.getContext(startURL);
this.backgroundColor = context?.client.client_name.contains('web') ? 'black' : 'white';
} catch (cym.AuthorizationContext.InvalidContextException ex) {
// The authorization request is wrong. Show the user an error
this.backgroundColor = 'red';
} catch (Exception ex) { // This is not a CYM-Identity context, Show a login UI without customization
this.backgroundColor = 'white';
}
}
}
You can find more information about the AuthorizationContext