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What are you defining as an operational role? Could you give some title examples.
Do you just mean a G&A functional role? Like Director of BD? Or do you mean like business operations, clinical trial ops, manufacturing ops type of roles?
As for strategy vs. operational roles, I think both are totally fine to jump into directly without experience of the other, but I'll caveat that it depends more so on what your consulting experience has been and where you want to end up in your career.
BizOps can usually be done by someone who has had enough project management experience. But commercial operations is a bit more in the weeds to jump into without any commercial/marketing/sales experience.
If you haven't been doing strategy consulting, then the role may be more challenging to be successful in. Same goes for operational consulting and those respective roles.
If you want to own a P/L down the road then ideally you should go down the functional route, but otherwise, I'd suggest the operational route as that will allow you to lateral into functional a bit more easily vs. Strategy route which often doesn't come with in the weeds day-to-day detail experience. But the strategy path is interesting and an attractive ladder in its own way. All depends on what you want to pursue.
Lastly, it depends on what level you're going at. If Director and above, I think my thoughts are most applicable as you'll have much more responsibility. At a associate/manager to SM or AD in many csses, you will probably be fine doing any job despite your background and you'll learn what to do on the job.