I think there has to be enough consistency so that the really bad dangerous guy comes across as really bad and dangerous.
There should be consistency so that when the players observe events, confrontations, whatever, they will get a fair idea of what the bad guy can do, what threat level. Yes, there can be Macguffins to help level the playing field, but there should be a sense of difficulty, or sacrifice, or something so it doesn't feel like the players are watching a movie, waiting for the Big Good to intervene and save the day.
There should be consistency, so that when players act according to their understanding of how the world works, they have a realistic appreciation of how well their gimmicky plan can work.