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Hi @fvelmntnja12,
Thank you for reaching out to us.
PMPro does not modify or interfere with the default WordPress login page located at /wp-login.php, so yes, if registered members log in via this page or the page that contains the [pmpro_login] shortcode, they are still logging into the same site (your site) and are definitely able to access the content they have paid for on your site.
Hope this answer helps.