As you mentioned, there are droves of consultants who shift from MBB to startups in search for tangible impact delivery and opportunity to lead projects / departments.
Is it indeed much rarer to see people made the opposite transition, especially pre-MBA. Typically the firms would like to see a significant career trajectory that is on similar level or above what MBB consultants would experience to consider someone that made the shift from industry to their firms. This is a difficult metric, especially for junior levels, as MBB consultants are exposed to top management isuses since the beginning of their tenure and they work cross-functionally across multiple industries.
Another consideration is if the firm looks for someone with a very particular skillsets and expertise, which requires exposure to specific industries or companies, including startups. These occurs primarily for someone in senior roles who has years of experiences of an abundant of expertise behind him. In their cases, there are multiple examples of people transitioned from leadership roles in startups to MBB.
In the case of post-MBA, there are also examples of people who has background in startups pre-MBA that made it into MBB, whom I know of personally. Rest assured that the opportunity still opens by the way of MBA recruitment.
My advise would be to pursue the startup role should it be something you are excited about and keen to experience. Try to apply to MBB afterwards and in case it does not go through, go for MBA, as it can significantly boost your chance of getting your foot on the door.