As the others have said, the percentage is very high. Internships in the UK are actually more competitive (statistically) than full time roles (i.e. more applicants per place), so the selected interns are usually very high calibre - of course, this doesn't mean that it's actually harder to get an internship like-for-like because full time applicants are more likely to be better prepared/have more experience
I actually don't know of any BCG/McKinsey undergrad interns that didn't get the return offer in the UK 2 years ago (Bain doesn't do undergrad internships in London). However I have heard of a few MBA interns not getting offers. Interestingly, most people that do not convert fail to do so because of soft/work management skills rather than any hard skills (powerpoint/excel). For example.
Note, by the way, that full time applications for the UK have closed now, so if you are intending to apply this cycle you will have to apply for internships in January.