> Given Microsoft's predilection for adding buttons for all other sorts of things in the 90's, I don't understand why this never happened.

Probably because those other buttons were 'just' meant to add functionality, so that users without them would just get a less-assisted-but-still-functional environment; whereas requiring a special key on a keyboard just to log in would have left legacy users unable to do so, a situation which (they and therefore) Microsoft would surely find untenable.