Should I transfer my invested amount out to a platform like Saxo markets after accumulating enough to diversify in several ETFs for DIY investing while continuing my monthly DCA?

Hi,
This really depends on the amount of capital you are willing to invest.

As you have mentioned, you could take advantage of the lower fees provided by Saxo for better savings in the long run.
Generally, with proficient investment knowledge, DIY would be the better approach. Some things to consider:

I would also want you to try and see if the robo-advisors have overlapping ETFs investment - that would result in you having the false comfort of being "Diversified"
Other than ETFs, do consider other instruments to further refine your portfolio.

Do consider your investment strategy during an economic downturn. Would you still be willing to sell your transfer your portfolio from robo-advisors to Saxo during a loss?