Withdrawing every time, you win, seem quite excessive and unnessesary, especially if you are a micro or low stakes player, and we are talking about amounts like 500-1.000$ or less.
However the larger your bankroll the more you should be thinking about protecting it by not having it all sit in a single
poker site. Even spreading it over multible sites help a lot, and having some in a regular bank account dedicated for the task will also make it faster to move it, whereever its needed.
Speaking from personal experience though, the moment poker money end up in your regular bank account, its not really poker money any more, and you often end up spending it for something else. Which prolonges the process of moving up. So in that sense poker money is probably saver sitting in a poker account