That's why Windows can be set to require Ctrl+Alt+Del before login as it can't be intercepted by a fake login screen.
Incidentally, this is why Face ID is strictly worse than Touch ID in my opinion.
Touch ID with wet or slightly dirty fingers are not good. I've been doing some gardening over Easter and Touch ID is barely working because my fingers are more rough than they normally are.
Face ID on the other hand, works just as expected. It doesn't work optimally if I'm lying down, but that's not a problem for me personally.