Sorry, Max, took me a while to get back to this.
We've gone through this a bunch already in this thread, but I'll summarize my position:
First, a consequence can be good or bad, but it has to be something that is the result of something else. So if the game state is the same after a failed attempt, there is nothing that resulted from the failed attempt, so pretty much by definition there is no consequence.
But terminology and definitions aside, let's talk about impact on gameplay.
Upthread FrogReaver proposed that if you can't try again, the game state has changed because now you don't have that option. And I agree, that is a consequence.* But not really a useful one, because the purpose (or my purpose) of having a consequence is to give the player a risk:reward calculation to make. And (assuming the odds aren't going to change in the future, which was also discussed) it's not really a "risk" to use your one shot, because not trying has the same value as not being able to try.
(I'm sorta wishing I remembered more from symbolic logic, because I'm betting this could all be expressed really elegantly.)
*It's also, to me, an unsatisfying consequence, because it relies on metagame mechanics divorced from the fiction. I'd much rather have an in-game consequence.