Well, seeing as how standardized tests like the GMAT and - I'm assuming - the GRE - cost only a few hundred dollars and take a relatively short amount of time to study for, while a master's degree takes a couple of years of hard work and many thousands or tens of thousands of dollars, in my view it's no contest. Having written the GRE in no way compels you to do a master's degree in a subject you seem less than enthusiastic about.
If your goal is to get into investment, consultancy or real estate, then I would recommend, instead of doing a master's in engineering, trying to get some related work experience in one of the above fields for a year or two, writing the GMAT, and then applying for an MBA. In the meantime, you may also clarify your goals and discover your true passions.