First and most important, because it´s a core skill for a consultant -since you always work with limited deadlines, fees are really high, etc-. Hence, makes sense this gets tested in the interview process.
Secondly, interviews are limited in time and it´s the only way to crack cases. Since consultants are the ones recruiting and time is precious -and expensive-, time is gets very limited (none can show it´s true full potential in just 1-2 hours, but you need to make the most out of it)
Hope it helps!