Yeah, I admit I still think it's 'the pleasures that lie in consumption,' but now I'm intrigued to look at other uses.
That's the weird thing to me on the grammar. The pleasure phrase "in enjoyment, in pleasure" is between the definite article τας and κειμενας. So, paraphrasing your line, it seems to me like it's "those that lie in pleasure" and not "those X that lie in consumption". The preposition is attached to pleasure/enjoyment.