I've created company branding from the Azure portal for my application.
This is working as expected for the first page i.e, the username page. When I click on next for the password page, the custom branding disappears and default Microsoft background appears.
I want the branding to be continued for the password page also so that there would be consistency.
You probably try to sign in with a Microsoft Account instead of your Azure Active Directory account. If you sign in with a "native" Azure Active Directory account you will continue see your company branded page.