The console-dealers who import these monsters e.g. from Japan are having very solid wooden boxes that fit a bucket of modules each. Unless you have a way to box the modules in a way that really protects them, I would suggest to leave them in. Once out, the modules are more easily damaged. IMHO, they are quite secure in the frame. It's true that the frame gets lighter, but it will always be heavy. FWIW, here's a video of transporting my console...
http://youtu.be/ty_SPobPmMgI had 6 guys from a professional moving company (+ professional tools) helping where I picked up the console. Easy job. Then, when I got to my place, I had 8 clumsy songwriters helping me, and it took us about 10 hours to move the console 8 meters. Nightmare! You definitely want to be prepared. Mind you, my console is a monster compared to yours.
BTW, to access the screws to remove the legs, you have to remove 2 or 3 modules above the legs. Legs will have to be removed, otherwise you won't get the console through a standard door.
I would definitely remove the modules and pack them separately. With the modules in the frame in a transport condition, the modules will vibrate and move in their mating connectors. This could cause damage to the connectors. These are big modules and not made for constant moving. Also once you have packed them separatelt, if you have an accident you may only affect one or two modules.
Moving one of these frames is not an easy job, the more weight you can get out of it, the better.