To use HTML authentication you are forced to enable access control as well. This brings all traffic back to the controller before sending it out the VLANS set in VSC egress mapping, so these need to specificed and also the vlans need to be set on the controller ports - otherwise the traffic will not reach your DHCP server.
With WPA and no access control, the connection is offloaded at the AP and vlans on the switch its connected to.
Alternatively you could use the MSM's DHCP server, but you will still need to send the traffic somewhere from the controller