If you set the logo at the client application settings level then have in mind that it won’t automatically impact the Lock instance shown by default in the hosted login page (HLP). The logo from the client settings will be used in other situations, for the consent page if I recall correctly.
However, you can change the logo shown in the Lock HLP instance by customizing your hosted login page (access the Hosted Pages section in your dashboard, select the Login tab and enable the customization of the login page). Having enabled the customization, you can use the editor to configure the instance of Lock that is used by default, for logo configuration you need to configure the
theme.logo option. If I recall correctly the default template will have this property commented so you should just un-comment it and set it like the following: