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I submitted Northwestern application recently and I chose the on-campus interview option since the off-campus option is already closed and I am not good at Kira interview.
However the earliest on-campus interview is on Feb 15 and I am concerned since it seems like NU doesn't review application until the interview gets completed.

I know it's already kinda late in the cycle considering I am a splitter (3.5 & 171). I am not sure about delaying the review of my application by doing the on-campus interview.

Do you guys have any suggestions?
Should I just go to the Feb 15th interview?

The interview is important for NU, so just do it. As I recall, they tend not to make decisions until February/March anyway.

Agree with the above, they do like the interview and from what I remember they make decisions relatively late if you're not ED. It may be worth reaching out to the admissions office and voicing your concerns - I can't imagine a situation where this would hurt you in anyway.

FWIW/Ancedata - I was in a similar situation where I signed up for the online interview but didnt realize there were extra steps in scheduling it that i didnt know and only realized sometime in late January. I ended up opting out of the interview and and was still accepted with worse numbers than you. That said, still try to interview.