Don't worry I did the same and to be honest didn't mention my change of heart to them at either interview. Thing is the recruiters clearly have their heads screwed on and get a good idea as to what's what and where you'd fit in best with the company.
I got offerred a position on the NATP not Strategy just over a week ago and it all worked out just fine. (I reckon Strategy is a lot harder to get onto, but doesn't necessarily make it better for YOU - and it pays the same at least at this level!)
Keep in mind also that the recruiters will no doubt understand that (as they so often state) you are in the process of finding out about them and the job as much as them about you. So if you explain, demonstrating a decent thought process, you've no problem.