Hi Dan,
It's important to remember that Domain Authority is a Moz-specific metric, measuring the power that inbound links to a domain are passing to it. It's based on a lot of research and information about how Google measures links, but isn't necessarily a reflection of how Google is actually perceiving and rating the inbound links to your site (since no outside party knows for sure exactly how Google is measuring link signals at any given time). Since those links still point to the legacy domains, they are still coming up in the Moz tools as having high DA. It's probable that Google is interpreting those signals passing through your redirects correctly and passing that link value on to your main domain, but if those redirects go away, that may change.
URLs will often remain in the index when they have links pointing to them, because Google is indexing the presence of that link - but a URL showing up in a site: search doesn't necessarily mean that it's ever showing up for any query. Is your main domain still getting a lot/much/any traffic from your legacy domains through those redirects? How much traffic is still getting to those legacy domains (whether via organic search traffic to still-indexed pages or, more likely, from people clicking on inbound links to the old pages) will dictate whether or not you need to keep the redirects live.
One thing I would recommend doing, that I always recommend when a domain is moved, is reaching out to the sites that link to your old domain and seeing if you can get them to update the links to the new domain. You won't have anywhere close to a 100% success rate with this, but it can decrease the number of links that are passing value through redirects and increase the number that pass value directly.
If you do decide to decommission the server and not re-host the redirects elsewhere, I would recommend planning that move in conjunction with a link building and promotion campaign for the new site, to attract new links to make up for any link juice that is lost from the old domains' redirects. I hope that helps!