There’s no “obvious place” to transfer miles. Normally I don’t want to transfer points out of a transferrable program unless I have to. The option value is too strong. However I don’t entirely trust Brex as a place to store points, especially since I’m not actively continuing to use the account.
Through August 8, 2021, Brex is offering a 20% bonus on points transfers to several mileage programs. And that caused me to work through my options.