Yes. You may either keep using the debit card that you have until you have spent all of your health savings account funds, or you may contact the bank of your choice to inquire about a HSA Rollover or Transfer Request form. Most banks have their own. Complete that form and send it to Optum to have your HSA balance sent to your new bank.
If you keep your HSA at Optum Financial and continue to use your debit card, then the monthly administrative fee that the state has been paying will be your responsibility. This monthly fee will be taken directly out of your HSA each month. If your HSA balance draws down to zero and you are not an active enrollee, your HSA will be automatically closed.