Login error notification in url

Hello
I was hoping for some help please.
On the login page if wrong details are entered there is no error notification. However I can see it adds it to the url: mydomain/login/?login=failed&wp-error=ERROR<%2Fstrong>%3A+The+password+you+entered+for+the+username+whomper<%2Fstrong>+is+incorrect.+<a+href%3D”https%3A%2F%2Fearthkin.org%2Flogin%2F%3Faction%3Dlostpassword”>Lost+your+password%3F<%2Fa>&pr-user-login=username

I’m not sure if it’s suppose to do that but if not might help explain why the notification doesn’t appear on the page itself. If you could you please advise that would be great.
Thank you