Hi Raychatu! The two mean similar things but are not necessarily the same.
"Very interesting" literally means something that is highly likely to capture and absorb your attention, but in general most people think of "interest" to be something people are curious about or drawn to.
"All-consuming" is something that obtains much of your attention to a "consuming" extent, or rather, something that really takes your mind and time from you. It is similar to "very interesting" in that both acquire much attention, but all-consuming implies that something is already taking your attention to a great extent.
I hope that helps!