Strike is a custodian. That means your balance on strike is not a sum total of the UTXOs that you own. Instead, it is just a balance of the amount of Bitcoin Strike is keeping track of as an IOU with your name on it. Strike owns the UTXOs and manages them entirely separately from keeping track of your account balance.

That being the case, there is no need to "consolidate UTXOs" before making a withdrawal from Strike. Instead, just withdraw to your own Bitcoin wallet the amount that you want to have in a single UTXO, and that is what you will end up with.

Indeed, that's what happens any time you make a Bitcoin transaction. If you have 3 UTXOs that are 300k, 500k, and 450k sats, and you want to send someone 1 million sats, your Bitcoin wallet will use all three of those UTXOs as "inputs" for the transaction. Those UTXOs will be destroyed and 2 new UTXOs created. One for 1 million sats to whoever you sent it to, and one for your change amount back to your own wallet, which will vary in size based on the amount you had to pay in fees.