To disable login you should still hide wp-login / wp-admin from General tab as before. You may have new login URL but still don’t hide wp-login.php. I mean these are two separate features currently but you’re all right, it’s a better idea to mix these features in one!
Anyway, if this is not the case, and while you’re logged out and hided wp-login you still see wp-login this indicates a problem. I couldn’t generate this problem in my local environment so please share your credential details as a private reply and I’ll take a look.