You can still get forward privacy by coinjoining after consolidation. If all your small UTXOs are from KYC sources anyway, may be worth it. Need to be careful about combing non-KYC with KYC sats though.
Discussion
You can get complete privacy that separates every UTXO you own when consolidating using the WabiSabi coinjoin protocol. Wasabi Wallet, BTCPay Server's coinjoin plugin, and Trezor's coinjoin account are all able to do this: https://mempool.space/tx/e16467598a520e9d58046f411d1b9bc36f9f6b5d274e974f6a3e80f75537aa18