"As has been mentioned, there may be fees involved. The new accounts may not be as beneficial as what you have at Voya."
Yep, I know there may be fees. But there are also fees associated with leaving it sit there.
Regarding the investment options between the two plans (Voya and Fidelity), from what I've looked into so far it's pretty much a wash with the options between the two. The Voya plan is actually pretty good for being a small company plan, while the Fidelity plan is, overall, excellent.