I've heard the same about consulting opportunities--you don't really need the internship to recruit with them. Also, a ton of INSEADers go into consulting post-MBA so you have nothing to worry about

I will also share my interview experience from yesterday. The alumni invited me to his office for a 30 minute chat and it was very informal and conversational. He didn't ask any trick questions--he asked why INSEAD, why MBA, why now and what I wanted to do after. We spent most of the time chatting about his experience at INSEAD, some of the traveling he did and how he stays involved with the school today. It was super relaxed and he mostly just wanted to understand what my motivations were and whether I had done enough research on the school.
I'm looking forward to getting the next interview out of the way and hearing back on November 20th!
If you have any specific questions, don't hesitate to reach out!