Having deep knowledge about industries always helps to solve cases, but that doesn't mean it is a prerequisite to be successful during your interviews. Hence, I would never advice anyone to just start "getting deeper knowledge about any industry".
Having said that, it can be a good exercise to list out 5-10 industries for yourself, and try to figure out for yourself how they are different in:
- Cost structure (fixed vs variable)
- Types of clients (and how to sell to them)
- Typical issues they have
You will be surprised by how much you will already deduct from just using your common sense. And these are exactly the types of insights that will help you to better solve your cases.
Other than that, I would say it is always a good idea to know what is happening in the world, for example by reading the economist every week and or by taking a subscription on the Financial Times for a couple of months.