No, honestly, not at all. Of course it´s a nice to have, but as a generalist, I never used Python -is true that my colleages with a very very strong mathematical or programming backgorund got envolved in very analytcal engagaments, in which they used it-.
However, if there is one thing I wish I had done before joining McKinsey, that would have been Excel. It can really be a game changer, so I would really focus on that (more than pptx, industry knowledge, etc., that are nice-to-have, but not deal breakers).
Excel skills are part of the core skill-set of consultants, and it´s great that you want to practice them. PFB a list of the most popular commands:
Basic operations: SUM, SUMPRODUCT
Text transformations: CONCATENATE, LEFT, RIGHT, & operator,
Connecting different datasets: VLOOKUP, HLOOKUP, INDEX(MATCH(),MATCH())
Conditional-based operations: SUMIF, COUNTIF, SUMIFS, COUNTIFS, COUNTA
Learn how to analyze data using Pivot Tables
There are plenty of online materials:
Microsoft Support: https://support.office.com/en-us/excel
Kubicle: https://kubicle.com/personal (go for the 7 days free trial - Excel for Business Analytics)
Hope it helps!