Migrating a domain but not its sudomains to a VPS

I have a big website domain with many subdomains on a publically hosted server. I would like to move just the main domain to a VPS, but leave the subdomains on the public hosting.

It looks like it is pretty simple to move just the website domain by itself. However, if I do this, will it cause anything bad to happen with the subdomains? Have I asked all the questions or provided all the information needed to answer this question? Any other suggestions, warnings or caveats? I’m new to web hosting at this level.

I may be wrong, but I don’t think that is even possible with technical trickery that is best avoided.

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