After digging a bit deeper into this issue. It seems that the command /subsystem=undertow/server=default-server/host=default-host/location=\/:remove disables only the /opt/jboss/keycloak/welcome-content page, which contains only a redirect to the /auth path.
The «Welcome to Keycloak» page cannot be disabled but it can be themed. The default theme is located in /opt/jboss/keycloak/themes/keycloak/welcome. It can be set by setting the environment variable KEYCLOAK_WELCOME_THEME or by setting the following XML in the keycloak-server subsystem in the /opt/jboss/keycloak/standalone/configuration/standalone.xml file:
<theme>
...
<welcomeTheme>${env.KEYCLOAK_WELCOME_THEME:keycloak}</welcomeTheme>
...
</theme>