I would much rather deal with uncertainty than inconsistency—in the short term, at least.
Uncertainty is, in simplest terms, not knowing. You can start to append attributes like probability and subjectivity and so on, but "not knowing" is good enough. Recognized uncertainty is certain—you know what you don't know. As a result, when faced with a situation that I don't really understand, it's possible to feel comfortable. Internal tension is low—the situation is unknown, and this squares with expectations.
Segue: There is no substitute for a good I don't know. This is important in leadership. It's unfair and unreasonable to expect a leader to have all of the answers; it's unfair and unreasonable for a leader to behave as if they have all of the answers. I don't know. Smells like weakness. But that's just pride. I don't know.
Saying I know when you don't leads to inconsistency in direction—something that is excusable in a fool-me-once kind of way, but eventually signals unreliability and, ironically, more weakness than just admitting to the fact.
Where do we go?
I know. [Order #1]
[gets to work]
I know. [Order #2. Inconsistent and contradictory to Order #1]
OK so we'll go that way then, but that seems a little off.
Actually it isn't off, it's just that you don't understand the nuances. I know. [Order #3. Contains elements of Order #1 and Order #2, with fresh inconsistencies]
Now it appears that we're back at the starting line, heading backwards. I'm not sure that
I'm in charge here, OK. I know. [Order #4...]
Enough. For want of someone nailing down what they know and don't know the initiative was lost.
A needlessly complicated definition of inconsistency might be: oscillating aggregated uncertainty over time. The first direction is certain—or at least appears to be so. The second direction is issued in a certain tone and gives off a smell of subjective certainty—but the contradiction betrays objective uncertainty. And on and on.
Too many words. If you don't know, say so. If the situation changes and a new direction inconsistent with the prior is needed, explain it and move on. The difference between uncertainty and inconsistency is frustration and loss of trust.
 In the long term, inconsistency and change can be a virtue—examine the paths you take every day and decide for yourself if it's a principle or a rut. See also:
Mark Twain. "Party Allegiance: Being a Portion of a Paper on 'Consistency' Read Before the Monday Evening Club in 1887". The Writings of Mark Twain, Volume 33. https://books.google.com/books?id=6gk3yAvhzD8C&pg=PA1653
 Come for the discussion about knowledge; stay for the igloo of uncertainty.
Tannert, Christof, Horst‐Dietrich Elvers, and Burkhard Jandrig. "The ethics of uncertainty." EMBO reports 8.10 (2007): 892-896. https://dx.doi.org/10.1038%2Fsj.embor.7401072.
Some other things that seemed interesting (the first one has been cited over 10,000 times) but I haven't read yet, but to maintain overall behavioral consistency I'll just pass them along with a look-how-smart-I-am-I-brought-papers wink:
- Kydland, Finn E., and Edward C. Prescott. "Rules rather than discretion: The inconsistency of optimal plans." Journal of political economy 85.3 (1977): 473-491. https://doi.org/10.1086/260580 (pdf)
- Hsee, Christopher K., et al. "Lay rationalism and inconsistency between predicted experience and decision." Journal of Behavioral Decision Making 16.4 (2003): 257-272. https://doi.org/10.1002/bdm.445 (pdf)