Yes, there are conscious mistakes. People consciously screw up all the time. People realize that what they're doing is a mistake, but in the inertia of events, they keep on plodding forward into that mistake. Often, by the time one realizes something is a mistake, it's too late to change course, or some other emotion overrides to keep them committed to their mistake, like pride or a need for approval.
Example:
Someone tries heroine and gets addicted. They've been taught all their lives not to even try heroine because it's instantly addictive and instantly destroys peoples lives. How often do you hear people who have been caught up into heroine addiction later say, "You know, I knew it was a huge mistake when I did it, but I went ahead and did it anyway?"
The complexity of the human condition certainly allows for a person to consciously and even avoidably make an mistake. I don't think the term "inadvertent mistake" is at all redundant, not innately.