What you see with the 'assembled' PC is the what happens with an unmodified motherboard CMOS. Normally this POST screen (or company logo), followed by the Windows (in this case) splash screen, followed by a logon screen (if applicable) followed by desktop load. Most commercial manufacturers modify the system CMOS by adding a company splash screen to 'cover' the POST screen. You can usually turn off this logo screen to see the POST screen behind it by pressing the [ESC] key.
The HP appears to have some sort of instant on capability or 'quick boot' option that bypasses many of the usual self tests and checks that occur during system startup which bypasses the Windows splash screen and goes directly to the logon screen. This is probably accomplished by a combination of settings in the motherboard CMOS and the custom 'flash' configuration applied to the CMOS during assembly.
You may be able to disable it partially or entirely by entering the system CMOS and searching for boot options that will change the 'instant on' and/or 'quick boot' options and/or the splash screen that is set to appear. Check with HP technical support about the options available to you.
