Strike is a custodian. They track your balance internally, so how you received the funds originally, whether over lightning or on-chain, doesn't matter. When you ask to have it sent to your cold storage they will send you a single UTXO for the amount you requested, taking it from their supply of on-chain sats without any regard for who originally sent those sats to them.

Moreover, you will only receive one UTXO, even if they need to use two or more UTXOs to pay you. That's how on-chain works. You don't receive the same UTXOs they used to pay you. Those are destroyed and one New UTXO is created in their place that you receive.