When I use the button to preview my website, I am taken to the login page instead of my welcome page. Why is that?

You most probably have your welcome page setup as a private page, in WEBSITE TAB > Pages > welcome/home page in edit mode > tab "Menus & Permissions" > where the option "This page is private (only logged in clients can see the content of this page)" is checked and permissions setup. That means only the clients who have permission to access this page can see it after they log into the private portal.

So, you can either set the welcome/home page as public or, if you need to keep it private, you can use the 'Preview' option in the drop-down to the right of the page (you will be able to view it).