My guess is that you had at least one file that wasn't linked, it got updated in one directory, and not the other. WoW has a strange "feature" in which it remembers where you last ran it and when it goes to patch, even if you are patching in a different directory, it starts to patch in the last known directory. This will cause it to give you the consistency failure that you mention.

I don't like the .exe and stuff, and each patch I have to look in the first patch directory and copy all the files that were changed into my other directories. You might check that out next time you have to patch.