Career advice is appreciated

So I graduated from a target school, economics major, as an international student with a really low GPA, no internships. Apparently I was uncomfortable with life in the US; I couldn’t be barefoot and the malls were too far away, but I was too frugal to get a rug, and I'm not from a very wealthy family so I couldn't afford cars or summer housing etc. I do have a GRE of 166/165/5,5, and a GMAT of 730/6/8.

So I got a job back home and five years on, I'm making 80,000 USD a year on a 9-5 job...which I think is close to making U$120,000(average US city) to U$160,000(Manhattan, Silicon Valley) in the US. It guarantees a job until retirement so I'm not keen on ditching it but then I'd love to make six figures for a very long time if I have the opportunity. In terms of making it back to those industries (and maybe back to the US) I

• got an offer from JP Morgan, but as an economist, not in equity, M&A or other more lucrative areas, My current job is as a government economist.
• got two interviews as an McKinsey associate, and as a Project Leader at Boston Consulting Group (the last one was the only opportunity to make ~U$ 200,000, which is a whole lot of money here)

I have no graduate degree (I only attended a top 30 in the world masters' program for a while), so I'm doing something right in terms of developing my resume, despite my GPA (which is sub 3.0), but anyways...

In the last interview the interviewer gave me not just his business card, but also serious advice to pursue engineering or data science instead of consulting or other client-facing jobs.

Should I take his advice and make a u-turn? Is he just shooing me away?