I do not think that anyone can answer this question for you. We might be able to just point out a few things that you could think about.
“Prestige” is overrated. In most cases it just does not matter. As one example, when you are looking for a job down the road, quite a few hiring managers will have graduated from the local public university and will be very comfortable hiring from there. Different hiring managers might have different preferences, but mostly prestige does not matter for most jobs.
Fit is however important. Students often do better if they are attending a university where they are comfortable.
“Way cheaper” is a big plus. Is it possible that you might want to attend a graduate program, such as to get an MBA? If so, can you use the money that you save to help to pay for a graduate degree?
Are you taking on debt to attend your current school? If so, then can be is a big issue. First jobs do not always pay well enough to make it comfortable to both pay living expenses and pay off debt, and graduating without debt can open up options that otherwise would be harder to afford.
I have limited experience with dance (I have a niece who was a dance major and who makes a living in dance, but that is about it). I have worked in high tech for my entire career and know multiple high tech people who are also musicians. I have multiple times been out somewhere and had someone I know from high tech unexpectedly get up on stage and play – and in most cases play very well. I have myself gotten up on stage multiple times with a guitar and without embarrassing myself. Having this “other skill” that is outside of your career is a blessing. However, it is very hard to keep up skills in music, and I would assume also in dance, while also having a career in a different area. One daughter right now is neglecting her music in order to focus on getting a degree (a DVM in her case – something that requires a lot of focus and energy). It is pretty much a permanent challenge in terms of how much energy you want to expend in continuing this “other skill”.
I find myself wondering whether there is a need for marketing in the world of dance. However, dance is already not an easy way to make a living.
To me saving money seems like a plus. This might be sad to say, but the next three years might be your last chance to put significant effort into dance. I can see two good reasons to transfer. On the other hand, as @badgolfer has said, you never know. Different skills can be combined in a wide range of ways as we each figure out what career makes sense for us.
However, you also say that you are happy where you are, and like the marketing program there. Also, staying where you are allows you to continue to get to know professors where you are, which might help for things like internships.
I can see how this is not an easy choice to make.