Tom - 20% or less of all consultants remain in the consulting industry for life. So most do leave at some point in their careers, and usually this will be to an executive / fast-track managerial role in industry or in the financial markets. Comparing graduates who go into consulting and then move to industry with similar graduates who go straight into industry from university, you will usually find...
... that the ex-consultants manage to leap-frog their way to a higher role in industry. Typical roles for ex-consultants would be part of an internal consulting team, part of a strategy / analysis team supporting the Board or in some cases an immediate Director-level appointment.
In terms of degrees, the sector knowledge you have built up in your first years of employment is likely to be more of a determinant of what career avenues are open to you than your choice of degree.
<br><br>Hope that helps & best of luck