how can end-users verify the authenticity of the login forms that collect their credentials?
Third-party authentication protocols on the web usually rely on redirecting to the authentication provider rather than allowing (potentially untrusted) sites to embed their authentication controls.
When a user is redirected to a domain owned by the authentication provider, they can verify the provider's authenticity by checking their browser's security indicators (the full URL, the green SSL lock icon, etc.) before they enter their credentials. Usually, they are also informed about the scope of the data shared and permissions granted to the appplication.
E.g., if you're authenticating with Google, expect to be redirected to a consent screen like this:

(Image Source)
What's to stop a malicious website from displaying a fraudulent Google or Facebook login form, for the purpose of harvesting user credentials?
If you are prompted to enter your credentials embedded on an untrusted site or inside an untrusted application, you have no reliable means of verifying that your input is safe (unless you're willing to carefully inspect the app's source, which is unrealistic for the average user).
RFC 6749 (The OAuth 2.0 Authorization Framework) comments on the problem of embedded authentication in a few places. This is about native applications in particular, but it illustrates the general problem with embedding:
9. Native Applications
(...)
When choosing between an external or embedded user-agent, developers
should consider the following:
(...)
o An embedded user-agent poses a security challenge because resource
owners are authenticating in an unidentified window without access
to the visual protections found in most external user-agents. An
embedded user-agent educates end-users to trust unidentified
requests for authentication (making phishing attacks easier to
execute).
(Resource owner = the user)
And from the section about security considerations:
10.11. Phishing Attacks
Wide deployment of this and similar protocols may cause end-users to
become inured to the practice of being redirected to websites where
they are asked to enter their passwords. If end-users are not
careful to verify the authenticity of these websites before entering
their credentials, it will be possible for attackers to exploit this
practice to steal resource owners' passwords.
Service providers should attempt to educate end-users about the risks
phishing attacks pose and should provide mechanisms that make it easy
for end-users to confirm the authenticity of their sites. Client
developers should consider the security implications of how they
interact with the user-agent (e.g., external, embedded), and the
ability of the end-user to verify the authenticity of the
authorization server.
(Emphasis my own)