Even though the Login Message is configured in the Modern User Experience (UX / MUX) (Administration > System Settings > Login Message), it is not being displayed during login.
A Clarity 15.9.2 SSO environment.
The Login Message will not appear if Clarity 15.9.2 uses SSO.
Support for a Login Message in an SSO environment has been introduced in 15.9.3. See the following link from the Clarity 15.9.3 Release Notes: Support for Custom Login Message in an SSO Environment