They're stretches. The issue is you don't really color outside the lines so to speak -- everything about you is neatly compartmentalized into "business". You did an undergrad in econ/accounting, you did a masters in finance, all your jobs to date have been very corporate (tax, banking consulting), and you spend your free time running a small business on the side (and beyond that, it's pretty middle-of-the-road stuff like playing sports and being with friends). Again, there's absolutely nothing wrong with that, and it's clear you love business. And you want to stay in consulting post-MBA.
But these schools are more interested in people who see business as a means to an end, and not an end in itself. They really prefer people who have a real passion for something else (and have demonstrated this in their lives through experience - a combination of extracurriculars and/or work experience) - people who see business as a tool or resource to see through a bigger vision or passion for something beyond business. That's why schools like Harvard, Stanford and Wharton (and frankly most schools) really want people who are driven by something deeper than just "business" especially in this post financial-crisis era. That's the irony of it because you're going to b-school to learn business, but they really see what they're teaching you as resources that you can use for something you believe in (social change, the environment, public policy, building a company that produces something meaningful, etc.) rather than profitability/efficiency for profitability sake. Sort of like a carpenter who loves his tools more than he loves the actual work of constructing something. Or an engineer who cares more about technical specs for its own sake than they care about whether the product has any value to a consumer.
What H/S/W adcoms will sense is that you are trying to collect credentials and prestige for its own sake - that it's raw ambition without being rooted in something deeper than just self-improvement. You did exceptionally well in undergrad, then got a job in tax. You probably thought it wasn't prestigious enough, so you went back to do an MS in Finance hoping to get into banking. Which you did, and you got the job. Now that you have that notch in your belt, you decided to conquer consulting. So now you're looking for a top tier MBA to complete your trifecta of prestige.
That may be completely off base, but that's what the adcoms will think of you. Yes, you may have impressive credentials, but you're up against other folks with equally impressive credentials applying for H/S/W whose intentions may not be as transparent as yours (i.e. they went to top schools and worked at prestigious places, but it's not quite as apparent that they are doing it primarily for the prestige).
With you background you may be a better fit for INSEAD (they like people who have worked around the world), and schools outside of H/S/W like Booth, Kellogg, Columbia, Tuck, and Sloan -- schools that may be willing to accept your candidacy at face value.