McK Couples

If that's true that's crazy, I thought relationships with coworkers was heavily discouraged in consulting in general...

This is more common than people assume. The whole notion of a physical community that shares your values has been one of the core ways to meet significant partners. That's why there's a number of stories of couples meeting at work, shared/mutual friends or even through advanced educational programs like MBA or specialized masters. 

I'd wager that 7-12% of consulting firms have inter-company relationships. Theres's no harm in asking someone you've spent months working with and getting to know if they're up for a drink or something. It only becomes a problem if you let it. That being it ends on bitter terms, one person reproaches and asks too often or some other reason. But at those firms, the folks are typically smart enough to avoid those scenarios. 

McKincest runs deep

I know of a McKinsey couple. Years ago also had a McKinsey girl obsessed with me.