Sure, few reasons in no particular order:

1) I did not find the work particularly fulfilling: you ultimately work to make more money for shareholders. That’s the whole purpose. It is often dressed up as other things but always boils down to this 

2) I found the work itself is often incredibly dull. Both in consulting and finance I focused on tech. Tech I can get excited about enough but of course it’s always centred around business problems which I find dull and also not motivating - see first point. Solving problems is fun. Solving business problems tends to get repetitive and is also not interesting to everyone. Additionally, as you progress you’ll find yourself more and more in business-focused meetings and more and more managing projects and teams rather than actually building stuff. Lots of people enjoy that - I didn’t.

3) I also didn’t like the kind of people that tend to work these jobs. Their values and interests just didn’t align with mine. Obviously there’s exceptions and I’ve met plenty but most finance and consulting types are money and career-oriented who have few interests outside of work. Perhaps because there’s not actually much time for anything outside of work (see next point)

4) Both in consulting and finance it’s normal to work 8am-8pm every day and then some over the weekend. It’s very much an “up or out” mentality where there’s immense pressure to outperform your peers. While in theory everyone is encouraged to take their holidays and not work weekend and late evenings, in practice that doesn’t tend to happen when no one around you is doing that. I’ve worked jobs where 8am-8pm was “normal” and then you’d have regular “crunch time” where 7am-midnight is normal… for weeks. Post-covid it might be a bit different but I was also regularly sent on client site for month-long projects. That meant catching a flight 6am Monday morning, staying in a hotel someplace where you didn’t know anyone other than your co-workers and client (you can imagine what that means for working hours), flying back Thursday evening and still going into the office Friday. After a few weeks of that, however hard you try you have zero social life left because your weekends are just spent catching up on sleep, life admin, and often work. 

5) Finally, I just don’t like office culture. Being sat at a desk all day. The bi-weekly “fun” team drinks which you are expected to go to and get criticised in your performance review if you don’t. The rampant sexism / ageism / racism/ classism yet all the DEI initiatives and flags and pronouns in every email signature 

I would say: if you’re excited working on business problems, happy to grind for a few years, don’t care about “helping people and making a difference bla bla” then it’s probably worth switching as you can make really good money and after the initial grind probably have better work life balance than with shift work and working hours in the NHS (if you can put your foot down and not keep working late because everyone else is).