Definitely a good point, and one of the reasons I have historically avoided services that offer tax loss harvesting. They get you in the door with solid tax losses for the first few years, and then just as the tax losses start to dissappear, you realize you own 500 different securities, and switching anywhere else is basically impossible.
Double has low fees, so if there is also a way to port out and still maintain the tracking via another service, it starts to become interesting.