Import wallet or transfer coins
It depends on two factors. 

One is, how many unspents are your funds spread across in CoPay? Will it be a really large transaction which will need high a transaction fee? Then sending to Core might be easy, but at a financial cost.

Two is, how comfortable do you feel with exporting CoPay's priv keys, safely transferring and importing then into Core? If you are OK with it, then you save the transaction fees.