+1 on this... very sad

Interested in this as well. We have a custom wallpaper which we were deploying via script, and while it still works, the approval dialog is hidden behind the lock screen that we were using to keep users from disrupting the enroll/config process. I'm wary of the old "drop it in with the default wallpaper's name" trick given the rotating desktops in Mojave; this seems complex enough that I'm willing to tell folks "guess what, you get this exciting new desert view" rather than hold up the rollout for the sake of having a logo on the desk ;]

Hey guys, I found a way to do this:

The image that's used as the login background is stored as

/Library/Desktop Pictures/Mojave.heic

so we can rename that to Mojave Original.heic (or something) so we don't lose the original dynamic background, then copy our custom wallpaper to that folder and rename it as Mojave.heic and you'll see it (with a slight grey overlay) on the login window.

The downside is that, if the machine has the original Mojave image configured for the desktop, it will now have our custom image. To fix this, we need to setup the background for the user to be the Mojave Original.heic file.

For updating the FileVault login window, do the same (replace Mojave.heic with your desired background) then update the preboot screen:

diskutil apfs updatePreboot /

May want to null the output:

diskutil apfs updatePreboot / > /dev/null

I've also seen that you can change the Mojave.heic in /Library/Desktop Pictures. But if you want this to work you need to have the EXACT same values as the original file. I found this thread

Our company is not going to be using this method to solve this.
We decided to implement NoMad Login to solve this. You can set your custom background picture in a much more "enterprise" way than this.
It's pretty clear that Apple doesn't want you to change the login background picture.

@bearzooka's response should be marked as an answer