Are you concerned around not being able to go to the client site or not being able to go to the McKinsey office?
If it's the former, McKinsey is coming up with very entrepreneurial solutions to ensure they have the same rigor of problem solving and impact for their clients. Additionally, anywhere else you go, the issue will be the same. Microsft has asked people to WFH till Oct, Google is probably going to extend it all the way till end of 2020
If it's the latter, do not worry. Even before COVID-19, McKinsey employees have always excelled in staying connected. It's truly a global firm. There was a period of 3-4 months where I could not go to my home office (Chicago) due to personal reasons. Even then, I had all the support I needed - whether it was finding the right project opportunities, staying connected and getting the right mentorship from my colleagues, having frequent professional development conversations, etc.
In short, you should apply :)