You have installed the Credential Provider and configured it to support three links - Forgot Password, Unlock Account and New Account. The New Account link is only visible on initial logon, not when pressing CTRL-ALT-DEL after locking the system. The other two links are always visible even without logging out of Windows.
This is working as designed. The third link is for creating a "New Account" and is not intended to appear for already logged-in users. It does not take the user ID of the logged in user as a parameter, i.e. the %username% tag is not part of the URL. Therefore it would appear only at initial login, to allow users to create new accounts.