Well,. at least we tried.
Re-searching I found this thread
http://forum.mikrotik.com/t/installing-a-basic-webpage-on-the-router/121134/1
where sindy was (as he always is) clear:
http://forum.mikrotik.com/t/installing-a-basic-webpage-on-the-router/121134/1
So I re-asked an already asked and replied to question, my bad. 
It remains (IMHO) a pity that something like this is not possible, but I do understand how the basic issue is in the way https works and of course the makers of the browsers have no interest in providing something that would work the way I imagined, the possibility of adding a (http) link to the gateway on the error page “no internet” would be IMHO enough, but it won’t likely happen 
.