A cooler mash tun will get you better results. Thier only limitation is step mashes require decoction or mash infusion.
Going BIAB would be a downgrade imo.
Keggles have their own pros an cons. They lack insulation and need wrapped during rest. With a proper false bottom or some care with BIAB, you can apply flame for step mashes. With only a single keggle, your batch will be limited to about post boil 8-9 gallons max because of the grain absorption.
BIAB to be done right you need two kettles one for mash and one to heat sparge water. Or you're stuck with a full volume mash and it's high water grain ratio. Limited batch size etc.