You are seeing two different login screens. The first screen is the File Vault unlock screen. This screen is presented pre-boot and is the computer is not yet booted to the O/S. Authenticating here unlocks the volume to boot.
The second login screen is actually authenticating to Okta. This is where your user will authenticate against their Okta (or local) account.
You can actually turn this off, pretty easily. Set the following setting in your Jamf Connect Login plist:
<key>DenyLocal</key>
<false/>By setting DenyLocal to false, JCL will authenticate against the local account first and only check against Okta if a local account does not exist. On first boot, Apple passes the user authentication from the FileVault screen and JCL will use that to login.
Just be aware there is a slight loss of security as JCL is no longer querying Okta before allowing the user to login. You would lose the ability to lock a user from logging in by changing their Okta account.