khagan
Not sure who a sector consultant is. Sounds like they outsource. Based on what I've read so far there does not seem to be an advantage to a face to face interview, but it probably helps. Best of luck !
The sector consultants, as I understand it, are people that either work with or for the careers office, who have considerable experience with hiring in the various fields (consulting, finance, marketing, what have you). So their perspective is, "will this person be someone who is likely to become more employable with an MBA from us?" If accepted, they might be the same people you work with for advice on how to interview, or what companies to target for your post-MBA job.
I think the key advantage to face-to-face is it's a clear way to show the school you're serious about them. That probably matters less in R3 than in earlier rounds (because there's less of a chance you could go somewhere else at this stage, even if you wanted to), but even then I think that there are plenty of ways for people doing distance interviews to make clear how much they care about the school, so it's not that big of an advantage (of course if you live in London it would not look too good to take a distance interview!). The real bonus is you get to see the school in-person, which is a big plus for you in deciding that you want to go there.