"Why us?" - Story in Interv. Move from MO (BB) to FO In smaller firm? - Why a smaller firm? (Stuck)

Hi, this is my first post and I will elaborate in another post about the issues I am dealing with but one of the main things I am dealing with when looking for new work is having compelling story in an interview for one particular situation. Not in general - just for dealing with this one problem.

I work MO in a BB, If I am interviewing for a smaller group/non-BB bank, I have noticed quite often it appears 'weird'/awkward' that I am doing so. They are skeptical as to why I am doing this, and as we all know our 'story' is a super effective way of making the case why we are here, why we fit, and as a catch all to crush any initial skepticism upfront to get to the technical...or other fit questions.

I have used .. " I am a generalist and want to be a sector expert" - this works for ER.. since they have well defined coverage groups. However I am in an M&A division and if I am going for another generalist M&A division, I do not know how I could best spin this yarn. I could say "more higher impact role/FO" - but this just blows wide open problems, I know this because I tried that route, although honest and a respectable reason - it didn't work out. It made my story appear to have holes. After revealing this, it usually divulges into a bombardment of questions that are far harder to answer/walk through than investment pitches, technicals, etc.

Please wait for another post I have that explains current situation but this one question in general is boggling my mind.