I would recommend you to consider these points to decide where to host your package.

Are you going to run the package in any specific time let’s say once in a day (nightly job)?

How often users / applications connects to the DWH DB?

How many jobs are running parallely?

but still I believe hosting the package on the same machine will be better than another server. If you think performance is an issue, you have options to upgrade your hardware than going for new machine.