Apple - How can I disable wireless captive portal support?
As documented in the Apple knowledge base:
If you cancel before logging in to the network
Tapping Cancel on the Log In screen disassociates the device from the captive Wi-Fi network.
If you joined the network from the Wi-Fi screen using the ⓘ button, or you joined less than eight minutes ago, you'll see a message telling you the network isn't connected to the Internet. You can choose one of these options:
Use Without Internet: this option will dismiss the Welcome screen, turn off Auto-Login for the network, keep your device associated with the network, and allow you to interact with the network in other ways.
Use Other Network: this option will dismiss the Welcome screen, disassociate your device from the network, and return you to the Wi-Fi Settings screen. From there, you can choose a different network.
Cancel: this option will return you to the Welcome screen.
Therefore you can (now—I don't know in which version of iOS this was introduced) click cancel and then "Use Without Internet".