Though you don't have bad intent, the technology is the same as what a malicious fake website or "man in the middle" would do-- show the user a page that is not actually from the server in the URL.
Https is designed to protect the user from seeing fake sites. It is working as expected.
I concur with @reinerotto and @mk24, this behavior is the normal and expected of a Captive Portal without advanced HTTPS man-in-the-middle configurations designed to decrypt HTTPS traffic. HTTPS decryption is usually done on government, corporate and military networks where the end-user is never the owner of the generated traffic.
Also, you cannot access and verify the correct domain HTTPS certificate on the client until it has Internet access, so it is not possible to have a HTTPS Captive Portal page respond to any domain you enter into the browser.
What you suggest is dangerous, and requires your device to generate a Wildcard Root Certificate, or to generate individual certs on the fly. Both options greatly place your network at risk for compromise and easy interception of HTTPS traffic on your network - without your knowledge.