Even amongst management consulting firms McKinsey is known as the unethical one. I know someone who worked for Bain and when I gave him shit for it his answer was always "hey, at least I don't work at McKinsey"
Here's the thing: these firms are set up as partnerships meaning each of the partners (but really the senior partners) has their own little world enabled by their equity and voting power. They each have their own spin on the "values," risk tolerance, communication style, "followers," etc.
Trying to paint the entire firm with the same brush is naive. Like anything else, there are good and there are bad
Plenty of good smart people at each of these firms just trying to do good work and "make it." Then you have the sociopaths willing to trade lives for their own gain who have the benefit of hiding behind brand equity and human shields (aka the other partners)