Many, many students get jobs in management consulting without going NEAR a management consulting club. And many, many students get jobs in portfolio management without being in the finance club. These activities proliferate like mushrooms.
When a consulting firm says they are looking for evidence of leadership, that does NOT mean getting yourself elected to the “executive board” of the management consulting club. Running a region-wide voter registration drive; creating the first-ever comprehensive food insecurity plan to plug the holes in your college’s town between the food-pantries, homeless shelters, restaurant donation sites; getting local law enforcement to add a social worker to every shift to help cops deal with the mental health crises which results in a 911 call; these are not “pre-professional” but are the kinds of things that get a resume plucked out of the pile of thousands. And are evidence of being a successful change agent, which is the gold standard of personal qualities for consulting.