It depends on what you want 2 do after MBA. Basically you only have 3 choices: Finance, Consulting and Industry.
I dont think its impossible for you to transfer to finance as long as you have strong determination to make it happen. But I agree with you that the opportunity cost might be an issue for you.
You can talk to peers in your company and try to get more information that can help you plan your future career. Dont rush to any decision until when you know where you want to go.
I think I have no problem to transfer to finance, but it is not an advantage during application because my formal experience doesn't help much.
So I think consulting or industry is better choice because my past experience is not wasted. Furthermore, it help convince adcom that I can take advantage of my experience before MBA.
Well, talking about career goals in your essays and looking for a job after starting your MBA are two different topics. If you just want 2 convince adcom to provide you with an offer, go with the safer choice.