By default, your theme favicon is restricted to your theme, so it isn’t present at your admin and login screen.

Fortunately, you can quickly add it with login_head and admin_head action:

function add_favicon() {
    $favicon_url = get_stylesheet_directory_uri() . '/assets/images/favicon/favicon-16x16.png';
    echo '<link rel="shortcut icon" href="' . $favicon_url . '" />';
}

add_action('login_head', 'add_favicon');
add_action('admin_head', 'add_favicon');