the main differences (and similarities) are: Bisq is a standalone application and the transactions are onchain. Robosats is a website and works via lightning transaction. Both shows you a list of buy and sell order and you can pick the one that matches your desire. Both are non custodial and trusted.
Discussion
So on robosats you get btc on lightning, so if you want to cold storage it, you have to make it on-chain, right?
correct.
yes. If you are using a custodial LN wallet you can send your sats on your cold storage using services like https://boltz.exchange/ (I'm not suggesting this one in particular, just linked it because is the first one that came into my mind)