If x is 1, the integers x-1, x, and x+1 are still consecutive: 0, 1, and 2 are consecutive even though they are not all positive.
p = 0 is actually divisible by 24. In fact, zero is divisible by everything (except zero) because 0/n = 0, an integer.
To answer your question about the GMAT tendency--I suspect they would rule out this case somehow (perhaps "x is an odd integer greater than 2"), simply so that a correct answer tested divisibility rules more generally and didn't hinge on understanding of the more specific properties of zero.
However, this is a frequently asked question. Some other threads that mention the properties of zero:
http://www.manhattangmat.com/forums/is- ... -t171.html
http://www.manhattangmat.com/forums/pro ... t3410.html
http://www.manhattangmat.com/forums/rej ... t2510.html
http://www.manhattangmat.com/forums/num ... t4998.html