Perfectionism and attention to details are for sure valuable skills as a consultant.
However, much more important than that is to be able to prioritize and 80-20.
In the interview, you only have 1-2 hours to show yourself, so these "skills" are key to be shown. Hence, prioritizing, being comfortable to move on without all the information and making educated guesses when needed are a plus, and many times they seem as "antagonist" of perfectionism. As always, equilibrium is best, but I would go for 80-20 more than for perfectionism.
Hope it helps!