Importance of second job for MBA admissions?

I currently work for a top econ firm. For analysts that want to eventually go to b-school, the general trajectory is spend about 3 years here > job in industry > school. Others leave sooner or about the same time for law or PhD programs without having to get a different job first. A few analysts have left straight for b-school.

How important is that second job in terms of substance as well as doing it in the first place? Would doing something nontraditional like working at a think tank for a year for a huge pay cut be looked favorably/unfavorably upon? Also, I may have to take a slight pay cut to leave my job after 3 years, which I may not want to do. If I’m still happy and not burned out after three years, is there any harm in staying until I’m ready to start applying for schools?

Thanks for your help!