What do Actually Learn from Consulting

I want to be an entrepreneur, so I'm not too focused on name-brand for my long-term goals, I'm more focused on learning opportunities. So: 

What do you actually learn from being a consultant? I know everyone says "soft skills" or how to "think strategically" but what does that actually mean? Do you think you'll gain more knowledge/skills on how to manage a business than if you did investment banking at an EB getting to work closely with clients on their operational strategy? 

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