Shortcodes not Working on Restricted Access Message

I added a login form with refresh here: https://i.imgur.com/g7PzavB.png

Was expecting the user not logged in to see this message and then gets the page refreshed, now logged in…

…but the shortcode is not working properly there: https://i.imgur.com/X53wK3R.png

What is preventing the shortcodes to work?

Thanks

The page I need help with: [log in to see the link]