As a management consultant, you'll have to be able to effectively communicate with stakeholders from a wide variety of backgrounds, from industrial engineering to IT to finance. While these people may not be your direct reports, a strong leader will be able to influence stakeholders at different levels in order to align everyone with the proper outcome.
You may also be called upon to take the lead on a project with a number of team members. It is critical that you understand how to lead.
Show the interviewer your flexibility when it comes to leading others.