Part time MBA & internships/shadowing?

They say career-switchers should obtain an MBA full-time, but wouldn’t it be beneficial complete MBA part-time and shadow jobs at firms/ industries you think you’d be interested in? With an addition to internships (summer and off-cycle) if you are networking, which is imperative anyways. I think it’s a good alternative and don’t think firms would turn you away just because you’re not in a FT MBA program. I think it could all be a great pitch to show your willingness to challenge unconventional routes.

Ex: “I was more interested in receiving hands-on experience while working through my studies” Thoughts?

Note: Current NY resident. Was originally interested in IB but also finding interest in HF. PE may be too slow for me but not opposed to it.