Shopee and Lazada have already solved the two hardest parts of selling online: taking money safely, and getting a parcel to a stranger. If you are selling well there, do not move away from that.
But marketplaces are rented ground. Your listing sits next to four competitors, the fee structure changes when they decide it does, and the customer belongs to the platform, not to you.
The pattern that works for most Malaysian sellers is not either-or. Keep selling on the marketplace, and run your own simple site alongside it — your products displayed properly, your story, your contact, and every item linking straight through to your existing listings.
You get the search presence and the credibility of your own domain, while payment and delivery stay where they already work. Nothing to re-learn, no second inventory to manage.
It also gives you somewhere to send people who are not on the marketplace at all — the wholesale buyer, the corporate order, the customer who found you on Google at eleven at night.